Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82664.2322 | 34828.5435 | 47835.6888 | 119837.4672 | 47656.4285 | 72181.0387 |
Total P&L (%) | 82.6642 | 34.8285 | 47.8357 | 119.8375 | 47.6564 | 72.181 |
Avg Daily Profit (%) | 1.5873 | 0.6688 | 0.9185 | 1.524 | 0.7511 | 1.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8443 | -14393 | -6687 | -14457 | -24093 | -12235 |
Profit Factor | 2.2574 | 1.9178 | 2.7213 | 2.074 | 1.7322 | 2.5525 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 66.9643 | 67.8571 | 66.0714 | 66.9643 | 67.8571 | 66.0714 |
Ratio Avg Win / Avg Loss | 1.1137 | 0.9084 | 1.3974 | 1.0232 | 0.8205 | 1.3107 |
Largest Winning Trade | 8253 | 7411 | 8253 | 10131 | 9394 | 10131 |
Largest Losing Trade | -8443 | -8443 | -5671 | -14018 | -14018 | -10152 |
Avg Bars in Trades | 210 | 217 | 203 | 210 | 217 | 203 |
Avg Bars in Winners | 142 | 134 | 150 | 142 | 134 | 150 |
Avg Bars in Losers | 348 | 392 | 305 | 348 | 392 | 305 |
Bars Traded | 23539 | 12168 | 11371 | 23539 | 12168 | 11371 |
Profit Streak | 0 | 9.9008 | 0 | 0 | 9.9008 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614102 | -169324 | -164621 | 599382 | -167837 | -163308 |
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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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