Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64071.3785 | 41892.6736 | 22178.7049 | 61729.8232 | 45792.3467 | 15937.4765 |
Total P&L (%) | 64.0714 | 41.8927 | 22.1787 | 61.7298 | 45.7923 | 15.9375 |
Avg Daily Profit (%) | 0.4612 | 0.3016 | 0.1597 | 0.3467 | 0.2718 | 0.1065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34638 | -29859 | -20853 | -48166 | -40909 | -35283 |
Profit Factor | 1.2781 | 1.351 | 1.1998 | 1.2005 | 1.2911 | 1.1059 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 52.7607 | 53.0864 | 52.439 | 52.7607 | 53.0864 | 52.439 |
Ratio Avg Win / Avg Loss | 1.1444 | 1.1939 | 1.0882 | 1.0749 | 1.141 | 1.003 |
Largest Winning Trade | 12758 | 12758 | 9561 | 16068 | 16068 | 11432 |
Largest Losing Trade | -15418 | -15418 | -10616 | -23335 | -23335 | -16249 |
Avg Bars in Trades | 78 | 79 | 78 | 78 | 79 | 78 |
Avg Bars in Winners | 86 | 97 | 75 | 86 | 97 | 75 |
Avg Bars in Losers | 70 | 58 | 81 | 70 | 58 | 81 |
Bars Traded | 12848 | 6403 | 6445 | 12848 | 6403 | 6445 |
Profit Streak | 0 | 138.7911 | 0 | 0 | 138.7911 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318217 | -5938 | -4859 | 260279 | -6212 | -170393 |
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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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