Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72429.4492 | 43681.9365 | 28747.5127 | 79800.3237 | 45158.4542 | 34641.8695 |
Total P&L (%) | 72.4294 | 43.6819 | 28.7475 | 79.8003 | 45.1585 | 34.6419 |
Avg Daily Profit (%) | 0.2781 | 0.1677 | 0.1104 | 0.2255 | 0.1432 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47264 | -38538 | -21613 | -41982 | -37983 | -24912 |
Profit Factor | 1.435 | 1.5085 | 1.3566 | 1.4421 | 1.4951 | 1.388 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 71.2 | 70.9677 | 71.4286 | 71.2 | 70.9677 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5804 | 0.6171 | 0.5427 | 0.5833 | 0.6116 | 0.5552 |
Largest Winning Trade | 11581 | 11581 | 10634 | 13151 | 13151 | 9446 |
Largest Losing Trade | -16846 | -16846 | -12206 | -20323 | -16874 | -20323 |
Avg Bars in Trades | 196 | 186 | 205 | 196 | 186 | 205 |
Avg Bars in Winners | 147 | 146 | 147 | 147 | 146 | 147 |
Avg Bars in Losers | 317 | 284 | 351 | 317 | 284 | 351 |
Bars Traded | 24541 | 11581 | 12960 | 24541 | 11581 | 12960 |
Profit Streak | 0 | 11.7815 | 0 | 0 | 11.7815 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331737 | -146628 | -195378 | 317127 | -155797 | -189469 |
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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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