Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27061.9493 | 10519.9368 | 16542.0125 | 29137.924 | 11256.2448 | 17881.6793 |
Total P&L (%) | 27.0619 | 10.5199 | 16.542 | 29.1379 | 11.2562 | 17.8817 |
Avg Daily Profit (%) | 1.5589 | 0.606 | 0.9529 | 1.4839 | 0.6163 | 0.9522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13079 | -7262 | -7701 | -15439 | -8847 | -9354 |
Profit Factor | 1.3656 | 1.2599 | 1.4931 | 1.3329 | 1.2367 | 1.4475 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 56.087 | 54.7826 | 57.3913 | 56.087 | 54.7826 | 57.3913 |
Ratio Avg Win / Avg Loss | 1.0692 | 1.0399 | 1.1085 | 1.0436 | 1.0207 | 1.0747 |
Largest Winning Trade | 4400 | 4400 | 2383 | 5216 | 5216 | 2674 |
Largest Losing Trade | -5964 | -4111 | -5964 | -7381 | -5093 | -7381 |
Avg Bars in Trades | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Winners | 86 | 88 | 85 | 86 | 88 | 85 |
Avg Bars in Losers | 133 | 130 | 137 | 133 | 130 | 137 |
Bars Traded | 24722 | 12324 | 12398 | 24722 | 12324 | 12398 |
Profit Streak | 0 | 2.9969 | 0 | 0 | 2.9969 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382459 | -140599 | 135791 | 369570 | -118302 | 157895 |
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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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