Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52304.5435 | 35263.0063 | 17041.5373 | 47777.3973 | 30377.2916 | 17400.1056 |
Total P&L (%) | 52.3045 | 35.263 | 17.0415 | 47.7774 | 30.3773 | 17.4001 |
Avg Daily Profit (%) | 0.6025 | 0.4062 | 0.1963 | 0.4509 | 0.306 | 0.185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46203 | -17663 | -40764 | -64052 | -24660 | -54814 |
Profit Factor | 1.3059 | 1.4828 | 1.174 | 1.2034 | 1.2962 | 1.1315 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 65.7343 | 63.8889 | 67.6056 | 65.7343 | 63.8889 | 67.6056 |
Ratio Avg Win / Avg Loss | 0.6807 | 0.8381 | 0.5625 | 0.6273 | 0.7326 | 0.5422 |
Largest Winning Trade | 8470 | 8470 | 7771 | 10324 | 10076 | 10324 |
Largest Losing Trade | -30281 | -9516 | -30281 | -39631 | -14379 | -39631 |
Avg Bars in Trades | 170 | 172 | 168 | 170 | 172 | 168 |
Avg Bars in Winners | 121 | 121 | 122 | 121 | 121 | 122 |
Avg Bars in Losers | 264 | 263 | 265 | 264 | 263 | 265 |
Bars Traded | 24413 | 12446 | 11966 | 24413 | 12446 | 11966 |
Profit Streak | 0 | 0 | 3.2807 | 0 | 0 | 3.2807 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317030 | -73052 | -118842 | 235184 | -75482 | -165460 |
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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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