Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72965.3607 | 38112.6393 | 34852.7214 | 86059.648 | 34551.8274 | 51507.8206 |
Total P&L (%) | 72.9654 | 38.1126 | 34.8527 | 86.0596 | 34.5518 | 51.5078 |
Avg Daily Profit (%) | 0.1589 | 0.083 | 0.0759 | 0.1353 | 0.0647 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24680 | -24480 | -20058 | -60806 | -60433 | -35878 |
Profit Factor | 1.489 | 1.5326 | 1.4488 | 1.3216 | 1.2552 | 1.3896 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 67.6471 | 70.5882 | 64.7059 | 67.6471 | 70.5882 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.7121 | 0.6386 | 0.7902 | 0.6321 | 0.523 | 0.758 |
Largest Winning Trade | 6082 | 6076 | 6082 | 10381 | 9414 | 10381 |
Largest Losing Trade | -24480 | -24480 | -20058 | -60433 | -60433 | -35878 |
Avg Bars in Trades | 62 | 61 | 64 | 62 | 61 | 64 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 103 | 99 | 107 | 103 | 99 | 107 |
Bars Traded | 10692 | 5197 | 5494 | 10692 | 5197 | 5494 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333193 | -82809 | -93841 | -11390 | -109291 | -73260 |
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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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