Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75247.3287 | 35608.072 | 39639.2566 | 65137.9902 | 48542.6333 | 16595.3569 |
Total P&L (%) | 75.2473 | 35.6081 | 39.6393 | 65.138 | 48.5426 | 16.5954 |
Avg Daily Profit (%) | 0.8668 | 0.4102 | 0.4566 | 0.5795 | 0.4569 | 0.177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24589 | -21897 | -14049 | -26992 | -20823 | -26992 |
Profit Factor | 1.6017 | 1.4884 | 1.7602 | 1.5319 | 1.7687 | 1.2798 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 37.6 | 33.871 | 41.2698 | 37.6 | 33.871 | 41.2698 |
Ratio Avg Win / Avg Loss | 2.6582 | 2.9059 | 2.5049 | 2.5424 | 3.4532 | 1.8213 |
Largest Winning Trade | 52941 | 52941 | 52688 | 66506 | 66506 | 43349 |
Largest Losing Trade | -14049 | -4171 | -14049 | -26992 | -3560 | -26992 |
Avg Bars in Trades | 194 | 283 | 108 | 194 | 283 | 108 |
Avg Bars in Winners | 323 | 509 | 174 | 323 | 509 | 174 |
Avg Bars in Losers | 117 | 167 | 61 | 117 | 167 | 61 |
Bars Traded | 24366 | 17555 | 6811 | 24366 | 17555 | 6811 |
Profit Streak | 0 | 1.0787 | 0 | 0 | 1.0787 | 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 | 338455 | -156134 | -141402 | 241760 | -153578 | -152962 |
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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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