Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93195.7932 | 17235.5008 | 75960.2924 | 110037.0351 | 26799.0182 | 83238.0169 |
Total P&L (%) | 93.1958 | 17.2355 | 75.9603 | 110.037 | 26.799 | 83.238 |
Avg Daily Profit (%) | 0.3579 | 0.0662 | 0.2917 | 0.2854 | 0.0912 | 0.2328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34438 | -34785 | -19752 | -49829 | -36140 | -40328 |
Profit Factor | 1.4981 | 1.1533 | 2.0167 | 1.3875 | 1.1715 | 1.6521 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 62.3077 | 64.6154 | 60 | 62.3077 | 64.6154 | 60 |
Ratio Avg Win / Avg Loss | 0.9062 | 0.6316 | 1.3444 | 0.8394 | 0.6415 | 1.1014 |
Largest Winning Trade | 14352 | 14352 | 11913 | 15922 | 15922 | 14897 |
Largest Losing Trade | -27182 | -27182 | -17950 | -30249 | -27987 | -30249 |
Avg Bars in Trades | 190 | 194 | 185 | 190 | 194 | 185 |
Avg Bars in Winners | 145 | 129 | 163 | 145 | 129 | 163 |
Avg Bars in Losers | 262 | 314 | 217 | 262 | 314 | 217 |
Bars Traded | 24709 | 12672 | 12037 | 24709 | 12672 | 12037 |
Profit Streak | 0 | 3.0471 | 0 | 0 | 3.0471 | 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 | 329128 | -299100 | -120653 | 282509 | -240433 | -121860 |
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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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