Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33187.7408 | 6980.5656 | 26207.1752 | 36160.6932 | 8222.987 | 27937.7062 |
Total P&L (%) | 33.1877 | 6.9806 | 26.2072 | 36.1607 | 8.223 | 27.9377 |
Avg Daily Profit (%) | 0.6372 | 0.134 | 0.5032 | 0.5944 | 0.1519 | 0.4742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14122 | -3824 | -12219 | -15558 | -4301 | -15629 |
Profit Factor | 1.657 | 1.4905 | 1.7223 | 1.6159 | 1.5045 | 1.6587 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 58.1395 | 55.814 | 60.4651 | 58.1395 | 55.814 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.1931 | 1.18 | 1.1261 | 1.1635 | 1.1911 | 1.0846 |
Largest Winning Trade | 7306 | 4219 | 7306 | 8790 | 5154 | 8790 |
Largest Losing Trade | -6645 | -1722 | -6645 | -8001 | -1994 | -8001 |
Avg Bars in Trades | 280 | 33 | 527 | 280 | 33 | 527 |
Avg Bars in Winners | 241 | 45 | 422 | 241 | 45 | 422 |
Avg Bars in Losers | 335 | 18 | 688 | 335 | 18 | 688 |
Bars Traded | 24143 | 1454 | 22689 | 24143 | 1454 | 22689 |
Profit Streak | 0 | 15.6711 | 0 | 0 | 15.6711 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352283 | -177834 | 297655 | 345769 | -156723 | 289845 |
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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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