Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74396.6609 | 42729.6381 | 31667.0228 | 80317.0382 | 51091.4904 | 29225.5478 |
Total P&L (%) | 74.3967 | 42.7296 | 31.667 | 80.317 | 51.0915 | 29.2255 |
Avg Daily Profit (%) | 0.2857 | 0.1641 | 0.1216 | 0.2266 | 0.1586 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28593 | -21226 | -21844 | -41085 | -23791 | -27938 |
Profit Factor | 1.298 | 1.3386 | 1.2566 | 1.2633 | 1.3368 | 1.1906 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Losing Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Profitability (%) | 66.9528 | 70.0855 | 63.7931 | 66.9528 | 70.0855 | 63.7931 |
Ratio Avg Win / Avg Loss | 0.6407 | 0.5714 | 0.7132 | 0.6235 | 0.5706 | 0.6757 |
Largest Winning Trade | 11259 | 11259 | 8631 | 13227 | 13227 | 8311 |
Largest Losing Trade | -16970 | -16970 | -14143 | -16068 | -15880 | -16068 |
Avg Bars in Trades | 105 | 99 | 110 | 105 | 99 | 110 |
Avg Bars in Winners | 71 | 68 | 74 | 71 | 68 | 74 |
Avg Bars in Losers | 173 | 171 | 174 | 173 | 171 | 174 |
Bars Traded | 24496 | 11659 | 12837 | 24496 | 11659 | 12837 |
Profit Streak | 0 | 0 | 6.1841 | 0 | 0 | 6.1841 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316078 | 178289 | -33754 | 290266 | 202100 | -75507 |
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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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