Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37197.8656 | 12322.0824 | 24875.7833 | 40749.6468 | 12555.6785 | 28193.9683 |
Total P&L (%) | 37.1979 | 12.3221 | 24.8758 | 40.7496 | 12.5557 | 28.194 |
Avg Daily Profit (%) | 0.7142 | 0.2366 | 0.4776 | 0.6585 | 0.2274 | 0.478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23160 | -20520 | -6940 | -31487 | -26896 | -9927 |
Profit Factor | 1.4813 | 1.2635 | 1.8153 | 1.3848 | 1.1986 | 1.6605 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 65.873 | 58.7302 | 73.0159 | 65.873 | 58.7302 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.7674 | 0.8878 | 0.6709 | 0.7174 | 0.8423 | 0.6137 |
Largest Winning Trade | 5550 | 5550 | 4174 | 7662 | 7662 | 5320 |
Largest Losing Trade | -11093 | -11093 | -5952 | -15115 | -15115 | -8673 |
Avg Bars in Trades | 189 | 193 | 185 | 189 | 193 | 185 |
Avg Bars in Winners | 129 | 116 | 140 | 129 | 116 | 140 |
Avg Bars in Losers | 304 | 302 | 307 | 304 | 302 | 307 |
Bars Traded | 23845 | 12161 | 11684 | 23845 | 12161 | 11684 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338588 | -235012 | -138454 | 311560 | -229717 | -138660 |
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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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