Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38724.6237 | 22944.2067 | 15780.417 | 41733.1289 | 21167.9195 | 20565.2094 |
Total P&L (%) | 38.7246 | 22.9442 | 15.7804 | 41.7331 | 21.1679 | 20.5652 |
Avg Daily Profit (%) | 0.7436 | 0.4406 | 0.303 | 0.6719 | 0.3694 | 0.3597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16221 | -11433 | -11436 | -24267 | -16818 | -17470 |
Profit Factor | 1.4632 | 1.5957 | 1.35 | 1.376 | 1.3927 | 1.3603 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 54.0541 | 50.9091 | 57.1429 | 54.0541 | 50.9091 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2437 | 1.5387 | 1.0125 | 1.1696 | 1.3429 | 1.0202 |
Largest Winning Trade | 9191 | 8849 | 9191 | 9289 | 8215 | 9289 |
Largest Losing Trade | -8008 | -3861 | -8008 | -9697 | -5732 | -9697 |
Avg Bars in Trades | 222 | 226 | 218 | 222 | 226 | 218 |
Avg Bars in Winners | 254 | 259 | 249 | 254 | 259 | 249 |
Avg Bars in Losers | 185 | 193 | 177 | 185 | 193 | 177 |
Bars Traded | 24728 | 12480 | 12248 | 24728 | 12480 | 12248 |
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 | 351945 | -173963 | -181997 | 320348 | -178385 | -178259 |
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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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