Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75946.8147 | 31918.1036 | 44028.7111 | 104967.9178 | 40631.6895 | 64336.2283 |
Total P&L (%) | 75.9468 | 31.9181 | 44.0287 | 104.9679 | 40.6317 | 64.3362 |
Avg Daily Profit (%) | 1.4583 | 0.6129 | 0.8454 | 1.3876 | 0.6569 | 0.9584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13790 | -18156 | -6743 | -24698 | -32093 | -12386 |
Profit Factor | 2.071 | 1.7516 | 2.5481 | 1.8461 | 1.5422 | 2.3099 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 67.2414 | 72.4138 | 62.069 | 67.2414 | 72.4138 | 62.069 |
Ratio Avg Win / Avg Loss | 1.009 | 0.6673 | 1.5572 | 0.8994 | 0.5875 | 1.4116 |
Largest Winning Trade | 8394 | 8394 | 6245 | 13283 | 13283 | 10065 |
Largest Losing Trade | -9043 | -9043 | -6292 | -16376 | -16376 | -11356 |
Avg Bars in Trades | 203 | 207 | 198 | 203 | 207 | 198 |
Avg Bars in Winners | 155 | 150 | 160 | 155 | 150 | 160 |
Avg Bars in Losers | 301 | 356 | 261 | 301 | 356 | 261 |
Bars Traded | 23554 | 12013 | 11541 | 23554 | 12013 | 11541 |
Profit Streak | 0 | 13.4082 | 0 | 0 | 13.4082 | 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 | 598789 | -169851 | -164765 | 520954 | -169346 | -164751 |
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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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