Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60521.4709 | 32347.1491 | 28174.3217 | 73052.6357 | 39458.835 | 33593.8007 |
Total P&L (%) | 60.5215 | 32.3471 | 28.1743 | 73.0526 | 39.4588 | 33.5938 |
Avg Daily Profit (%) | 0.7829 | 0.4185 | 0.3645 | 0.712 | 0.4312 | 0.3754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21091 | -17248 | -16545 | -29509 | -23776 | -22451 |
Profit Factor | 1.6082 | 1.6164 | 1.5991 | 1.5918 | 1.6116 | 1.5701 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 76.7677 | 75.5102 | 78 | 76.7677 | 75.5102 | 78 |
Ratio Avg Win / Avg Loss | 0.4867 | 0.5242 | 0.451 | 0.4817 | 0.5227 | 0.4429 |
Largest Winning Trade | 6307 | 5483 | 6307 | 7503 | 7288 | 7503 |
Largest Losing Trade | -11545 | -10191 | -11545 | -15280 | -12598 | -15280 |
Avg Bars in Trades | 216 | 207 | 225 | 216 | 207 | 225 |
Avg Bars in Winners | 157 | 138 | 174 | 157 | 138 | 174 |
Avg Bars in Losers | 412 | 417 | 406 | 412 | 417 | 406 |
Bars Traded | 21431 | 10150 | 11281 | 21431 | 10150 | 11281 |
Profit Streak | 0 | 29.4062 | 0 | 0 | 29.4062 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513809 | 357751 | -172404 | 512355 | 384093 | -172006 |
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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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