Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69738.8363 | 21767.3249 | 47971.5114 | 64870.7053 | 17429.0453 | 47441.66 |
Total P&L (%) | 69.7388 | 21.7673 | 47.9715 | 64.8707 | 17.429 | 47.4417 |
Avg Daily Profit (%) | 0.2678 | 0.0836 | 0.1842 | 0.1922 | 0.0617 | 0.1492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25442 | -27307 | -22394 | -54558 | -35713 | -47576 |
Profit Factor | 1.337 | 1.1852 | 1.5365 | 1.1864 | 1.0945 | 1.2899 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 75 | 72.7273 | 77.2727 | 75 | 72.7273 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.4457 | 0.4445 | 0.4519 | 0.3955 | 0.4104 | 0.3794 |
Largest Winning Trade | 13001 | 13001 | 9466 | 16109 | 16109 | 14331 |
Largest Losing Trade | -23659 | -23659 | -22394 | -47576 | -32852 | -47576 |
Avg Bars in Trades | 186 | 202 | 170 | 186 | 202 | 170 |
Avg Bars in Winners | 94 | 102 | 87 | 94 | 102 | 87 |
Avg Bars in Losers | 462 | 467 | 454 | 462 | 467 | 454 |
Bars Traded | 24618 | 13357 | 11261 | 24618 | 13357 | 11261 |
Profit Streak | 0 | 11.8495 | 0 | 0 | 11.8495 | 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 | 334776 | -227513 | -116205 | -7513 | -359383 | -119115 |
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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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