Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32171.0309 | 6199.1694 | 25971.8615 | 32690.4559 | 6418.8425 | 26271.6134 |
Total P&L (%) | 32.171 | 6.1992 | 25.9719 | 32.6905 | 6.4188 | 26.2716 |
Avg Daily Profit (%) | 0.6177 | 0.119 | 0.4987 | 0.5446 | 0.1195 | 0.4489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20475 | -10736 | -18242 | -23516 | -11894 | -20786 |
Profit Factor | 1.5047 | 1.2093 | 1.761 | 1.4422 | 1.1918 | 1.6493 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 57.3034 | 51.1111 | 63.6364 | 57.3034 | 51.1111 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1211 | 1.1567 | 1.0063 | 1.0746 | 1.14 | 0.9425 |
Largest Winning Trade | 5452 | 4529 | 5452 | 6527 | 4377 | 6527 |
Largest Losing Trade | -16062 | -9595 | -16062 | -18385 | -9904 | -18385 |
Avg Bars in Trades | 253 | 104 | 404 | 253 | 104 | 404 |
Avg Bars in Winners | 229 | 117 | 322 | 229 | 117 | 322 |
Avg Bars in Losers | 284 | 91 | 549 | 284 | 91 | 549 |
Bars Traded | 22526 | 4717 | 17809 | 22526 | 4717 | 17809 |
Profit Streak | 0 | 0 | 4.7908 | 0 | 0 | 4.7908 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314471 | -201914 | 331997 | 279885 | -210307 | 249877 |
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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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