Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33872.9354 | 20168.3492 | 13704.5862 | 34913.4037 | 18803.1418 | 16110.2619 |
Total P&L (%) | 33.8729 | 20.1683 | 13.7046 | 34.9134 | 18.8031 | 16.1103 |
Avg Daily Profit (%) | 0.6504 | 0.3873 | 0.2631 | 0.5767 | 0.3314 | 0.2872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15727 | -13058 | -13652 | -22264 | -18140 | -19308 |
Profit Factor | 1.5319 | 1.5474 | 1.5105 | 1.412 | 1.3781 | 1.4603 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 63.0435 | 63.0435 | 63.0435 | 63.0435 | 63.0435 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.898 | 0.9071 | 0.8855 | 0.8278 | 0.8078 | 0.8561 |
Largest Winning Trade | 20538 | 20538 | 5316 | 21521 | 21521 | 7219 |
Largest Losing Trade | -5056 | -5056 | -4163 | -6786 | -6786 | -5552 |
Avg Bars in Trades | 266 | 291 | 241 | 266 | 291 | 241 |
Avg Bars in Winners | 221 | 252 | 190 | 221 | 252 | 190 |
Avg Bars in Losers | 343 | 359 | 328 | 343 | 359 | 328 |
Bars Traded | 24525 | 13419 | 11106 | 24525 | 13419 | 11106 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313019 | 74934 | -42674 | 267302 | -341 | -2011 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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