Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65347.7851 | 39707.4602 | 25640.3249 | 65830.5194 | 47383.73 | 18446.7894 |
Total P&L (%) | 65.3478 | 39.7075 | 25.6403 | 65.8305 | 47.3837 | 18.4468 |
Avg Daily Profit (%) | 0.2509 | 0.1525 | 0.0985 | 0.1944 | 0.1491 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20571 | -21699 | -26489 | -40726 | -29797 | -46890 |
Profit Factor | 1.3926 | 1.5108 | 1.289 | 1.2653 | 1.4224 | 1.1357 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 76.8 | 74.1935 | 79.3651 | 76.8 | 74.1935 | 79.3651 |
Ratio Avg Win / Avg Loss | 0.4207 | 0.5255 | 0.3351 | 0.3822 | 0.4948 | 0.2953 |
Largest Winning Trade | 10945 | 10945 | 7559 | 15538 | 15538 | 10567 |
Largest Losing Trade | -18858 | -14018 | -18858 | -31514 | -17815 | -31514 |
Avg Bars in Trades | 196 | 196 | 196 | 196 | 196 | 196 |
Avg Bars in Winners | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Losers | 470 | 434 | 515 | 470 | 434 | 515 |
Bars Traded | 24526 | 12154 | 12372 | 24526 | 12154 | 12372 |
Profit Streak | 0 | 10.1509 | 0 | 0 | 10.1509 | 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 | 339013 | -146665 | -210947 | 294786 | -147809 | -331221 |
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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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