Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35726.777 | 10691.3063 | 25035.4707 | 38868.5677 | 11086.1209 | 27782.4468 |
Total P&L (%) | 35.7268 | 10.6913 | 25.0355 | 38.8686 | 11.0861 | 27.7824 |
Avg Daily Profit (%) | 0.686 | 0.2053 | 0.4807 | 0.6325 | 0.2021 | 0.4718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14224 | -12101 | -11686 | -16539 | -15163 | -15537 |
Profit Factor | 1.3464 | 1.2007 | 1.5022 | 1.2979 | 1.166 | 1.4364 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 62.4309 | 59.3407 | 65.5556 | 62.4309 | 59.3407 | 65.5556 |
Ratio Avg Win / Avg Loss | 0.8102 | 0.8227 | 0.7893 | 0.7811 | 0.7989 | 0.7547 |
Largest Winning Trade | 5749 | 5749 | 4227 | 6789 | 6789 | 4966 |
Largest Losing Trade | -7012 | -7012 | -4545 | -8654 | -8654 | -5517 |
Avg Bars in Trades | 132 | 108 | 156 | 132 | 108 | 156 |
Avg Bars in Winners | 104 | 80 | 127 | 104 | 80 | 127 |
Avg Bars in Losers | 178 | 150 | 211 | 178 | 150 | 211 |
Bars Traded | 23986 | 9891 | 14095 | 23986 | 9891 | 14095 |
Profit Streak | 0 | 0 | 8.7888 | 0 | 0 | 8.7888 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301541 | -139951 | 293444 | 284461 | -165135 | 275024 |
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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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