Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38465.2043 | 20928.2295 | 17536.9748 | 38551.5628 | 21136.0434 | 17415.5194 |
Total P&L (%) | 38.4652 | 20.9282 | 17.537 | 38.5516 | 21.136 | 17.4155 |
Avg Daily Profit (%) | 0.4976 | 0.2707 | 0.2269 | 0.4227 | 0.2484 | 0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22723 | -20348 | -15840 | -26266 | -23758 | -17576 |
Profit Factor | 1.312 | 1.3398 | 1.2843 | 1.297 | 1.3256 | 1.2685 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 77.1812 | 78.3784 | 76 | 77.1812 | 78.3784 | 76 |
Ratio Avg Win / Avg Loss | 0.3879 | 0.3696 | 0.4056 | 0.3835 | 0.3657 | 0.4006 |
Largest Winning Trade | 5773 | 5773 | 3786 | 6086 | 6086 | 4322 |
Largest Losing Trade | -11164 | -10962 | -11164 | -12088 | -11814 | -12088 |
Avg Bars in Trades | 143 | 145 | 141 | 143 | 145 | 141 |
Avg Bars in Winners | 89 | 87 | 91 | 89 | 87 | 91 |
Avg Bars in Losers | 327 | 356 | 302 | 327 | 356 | 302 |
Bars Traded | 21420 | 10780 | 10640 | 21420 | 10780 | 10640 |
Profit Streak | 0 | 29.8535 | 0 | 0 | 29.8535 | 0 |
Trades During Streak | 0 | 12 | 0 | 0 | 12 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306550 | -60133 | -57368 | 280489 | -60272 | -57707 |
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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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