Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35895.1766 | 12425.1847 | 23469.9919 | 39117.8609 | 11978.3928 | 27139.4681 |
Total P&L (%) | 35.8952 | 12.4252 | 23.47 | 39.1179 | 11.9784 | 27.1395 |
Avg Daily Profit (%) | 0.6892 | 0.2386 | 0.4507 | 0.6359 | 0.2175 | 0.4621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14172 | -18706 | -7238 | -19732 | -25206 | -9841 |
Profit Factor | 1.4325 | 1.2544 | 1.6873 | 1.3551 | 1.1837 | 1.6037 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 68.1818 | 69.697 | 66.6667 | 68.1818 | 69.697 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6685 | 0.5454 | 0.8436 | 0.6324 | 0.5146 | 0.8019 |
Largest Winning Trade | 4472 | 4351 | 4472 | 5834 | 5834 | 5371 |
Largest Losing Trade | -10048 | -10048 | -3986 | -13613 | -13613 | -5143 |
Avg Bars in Trades | 178 | 181 | 175 | 178 | 181 | 175 |
Avg Bars in Winners | 119 | 115 | 123 | 119 | 115 | 123 |
Avg Bars in Losers | 305 | 335 | 277 | 305 | 335 | 277 |
Bars Traded | 23569 | 12010 | 11559 | 23569 | 12010 | 11559 |
Profit Streak | 0 | 2.4558 | 0 | 0 | 2.4558 | 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 | 337318 | -209301 | -117914 | 304199 | -241947 | -117323 |
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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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