Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74912.0055 | 45234.3611 | 29677.6443 | 96317.6198 | 55790.3654 | 40527.2544 |
Total P&L (%) | 74.912 | 45.2344 | 29.6776 | 96.3176 | 55.7904 | 40.5273 |
Avg Daily Profit (%) | 0.8629 | 0.5211 | 0.3419 | 0.7801 | 0.512 | 0.3927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16795 | -13760 | -12022 | -32952 | -26733 | -23451 |
Profit Factor | 1.8563 | 2.1418 | 1.62 | 1.6154 | 1.7786 | 1.4775 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 44.1558 | 47.3684 | 41.0256 | 44.1558 | 47.3684 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.3476 | 2.3797 | 2.3287 | 2.043 | 1.9763 | 2.1239 |
Largest Winning Trade | 19256 | 19256 | 11522 | 22730 | 22730 | 22259 |
Largest Losing Trade | -4602 | -4092 | -4602 | -9231 | -7264 | -9231 |
Avg Bars in Trades | 320 | 348 | 293 | 320 | 348 | 293 |
Avg Bars in Winners | 532 | 556 | 504 | 532 | 556 | 504 |
Avg Bars in Losers | 153 | 160 | 147 | 153 | 160 | 147 |
Bars Traded | 24689 | 13224 | 11464 | 24689 | 13224 | 11464 |
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 | -33892 | 360104 | 130406 | -34859 | 351234 | 142431 |
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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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