Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40968.3885 | 21020.2111 | 19948.1773 | 41368.2707 | 22345.8613 | 19022.4094 |
Total P&L (%) | 40.9684 | 21.0202 | 19.9482 | 41.3683 | 22.3459 | 19.0224 |
Avg Daily Profit (%) | 0.53 | 0.2719 | 0.2581 | 0.4489 | 0.2612 | 0.2255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24194 | -21482 | -13252 | -26361 | -23876 | -14287 |
Profit Factor | 1.348 | 1.3795 | 1.32 | 1.3414 | 1.3953 | 1.2942 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 70.9402 | 72.4138 | 69.4915 | 70.9402 | 72.4138 | 69.4915 |
Ratio Avg Win / Avg Loss | 0.5522 | 0.5255 | 0.5795 | 0.5495 | 0.5316 | 0.5682 |
Largest Winning Trade | 9511 | 9511 | 8682 | 10244 | 10244 | 10240 |
Largest Losing Trade | -11407 | -9654 | -11407 | -12144 | -10389 | -12144 |
Avg Bars in Trades | 185 | 192 | 179 | 185 | 192 | 179 |
Avg Bars in Winners | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Losers | 340 | 375 | 310 | 340 | 375 | 310 |
Bars Traded | 21752 | 11189 | 10563 | 21752 | 11189 | 10563 |
Profit Streak | 0 | 26.3516 | 0 | 0 | 26.3516 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300315 | -176655 | -176396 | 275173 | -175766 | -177449 |
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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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