Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86075.0179 | 27321.8074 | 58753.2105 | 96567.1091 | 38477.5918 | 58089.5174 |
Total P&L (%) | 86.075 | 27.3218 | 58.7532 | 96.5671 | 38.4776 | 58.0895 |
Avg Daily Profit (%) | 0.3305 | 0.1049 | 0.2256 | 0.2599 | 0.1251 | 0.176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59203 | -31467 | -27825 | -69914 | -42920 | -38264 |
Profit Factor | 1.5365 | 1.2964 | 1.8607 | 1.4556 | 1.3484 | 1.5724 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 64.6341 | 58.5366 | 70.7317 | 64.6341 | 58.5366 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.8407 | 0.9183 | 0.77 | 0.7965 | 0.9551 | 0.6507 |
Largest Winning Trade | 22252 | 22252 | 12251 | 23598 | 23598 | 19735 |
Largest Losing Trade | -18859 | -18859 | -16294 | -38264 | -23419 | -38264 |
Avg Bars in Trades | 300 | 322 | 278 | 300 | 322 | 278 |
Avg Bars in Winners | 268 | 317 | 227 | 268 | 317 | 227 |
Avg Bars in Losers | 358 | 329 | 400 | 358 | 329 | 400 |
Bars Traded | 24635 | 13223 | 11411 | 24635 | 13223 | 11411 |
Profit Streak | 0 | 65.5064 | 0 | 0 | 65.5064 | 0 |
Trades During Streak | 0 | 9 | 0 | 0 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 21640 | -56495 | 330176 | -497 | -28294 | 289144 |
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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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