Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43701.0413 | 14195.5319 | 29505.5094 | 44903.8052 | 7661.2392 | 37242.566 |
Total P&L (%) | 43.701 | 14.1955 | 29.5055 | 44.9038 | 7.6612 | 37.2426 |
Avg Daily Profit (%) | 0.5034 | 0.1635 | 0.3399 | 0.4282 | 0.0851 | 0.3653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29984 | -24283 | -14258 | -54202 | -43582 | -26760 |
Profit Factor | 1.4584 | 1.2325 | 1.8608 | 1.2867 | 1.0767 | 1.6564 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 70.5882 | 76.7442 | 64.2857 | 70.5882 | 76.7442 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.6077 | 0.3735 | 1.0338 | 0.5361 | 0.3263 | 0.9202 |
Largest Winning Trade | 9198 | 8564 | 9198 | 16733 | 12632 | 16733 |
Largest Losing Trade | -12468 | -12468 | -11498 | -20577 | -20577 | -19011 |
Avg Bars in Trades | 278 | 280 | 275 | 278 | 280 | 275 |
Avg Bars in Winners | 173 | 167 | 181 | 173 | 167 | 181 |
Avg Bars in Losers | 530 | 656 | 446 | 530 | 656 | 446 |
Bars Traded | 23658 | 12080 | 11578 | 23658 | 12080 | 11578 |
Profit Streak | 0 | 0 | 3.1155 | 0 | 0 | 3.1155 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321600 | -28365 | 251688 | 264524 | -381406 | 210076 |
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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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