Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63783.4323 | 38412.6506 | 25370.7817 | 71396.9628 | 32405.4793 | 38991.4835 |
Total P&L (%) | 63.7834 | 38.4127 | 25.3708 | 71.397 | 32.4055 | 38.9915 |
Avg Daily Profit (%) | 1.2247 | 0.7376 | 0.4872 | 1.04 | 0.5404 | 0.6342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34133 | -21334 | -18599 | -61310 | -39399 | -32741 |
Profit Factor | 1.9777 | 2.1004 | 1.8366 | 1.6241 | 1.5238 | 1.7423 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 35.8209 | 29.4118 | 42.4242 | 35.8209 | 29.4118 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.5435 | 5.0408 | 2.4925 | 2.9098 | 3.657 | 2.3645 |
Largest Winning Trade | 34223 | 34223 | 11910 | 36316 | 36316 | 21162 |
Largest Losing Trade | -5209 | -4352 | -5209 | -9908 | -8085 | -9908 |
Avg Bars in Trades | 365 | 352 | 379 | 365 | 352 | 379 |
Avg Bars in Winners | 711 | 713 | 709 | 711 | 713 | 709 |
Avg Bars in Losers | 172 | 201 | 135 | 172 | 201 | 135 |
Bars Traded | 24484 | 11974 | 12510 | 24484 | 11974 | 12510 |
Profit Streak | 0 | 0 | 19.2713 | 0 | 0 | 19.2713 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112387 | 60463 | 233330 | -112816 | -2248 | 315606 |
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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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