Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35516.4323 | 9004.1883 | 26512.244 | 40262.6024 | 10441.9488 | 29820.6536 |
Total P&L (%) | 35.5164 | 9.0042 | 26.5122 | 40.2626 | 10.4419 | 29.8207 |
Avg Daily Profit (%) | 2.0459 | 0.5187 | 1.5272 | 1.9681 | 0.5738 | 1.5147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -5814 | -5241 | -6261 | -7938 | -6011 | -6711 |
Profit Factor | 2.1074 | 1.6734 | 2.4177 | 2.0888 | 1.6908 | 2.3641 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 57.5342 | 56.7568 | 58.3333 | 57.5342 | 56.7568 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5555 | 1.275 | 1.7269 | 1.5418 | 1.2882 | 1.6886 |
Largest Winning Trade | 9557 | 4561 | 9557 | 10387 | 5532 | 10387 |
Largest Losing Trade | -5241 | -5241 | -3236 | -6011 | -6011 | -4188 |
Avg Bars in Trades | 331 | 183 | 483 | 331 | 183 | 483 |
Avg Bars in Winners | 329 | 212 | 446 | 329 | 212 | 446 |
Avg Bars in Losers | 334 | 146 | 535 | 334 | 146 | 535 |
Bars Traded | 24216 | 6798 | 17417 | 24216 | 6798 | 17417 |
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 | -61972 | -154382 | 495159 | -61654 | -140406 | 501633 |
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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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