Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61829.8113 | 24032.8097 | 37797.0016 | 80165.1636 | 31257.2782 | 48907.8854 |
Total P&L (%) | 61.8298 | 24.0328 | 37.797 | 80.1652 | 31.2573 | 48.9079 |
Avg Daily Profit (%) | 1.1872 | 0.4615 | 0.7257 | 1.1368 | 0.5236 | 0.7674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8901 | -15377 | -7760 | -12927 | -21544 | -12493 |
Profit Factor | 2.0545 | 1.7579 | 2.4038 | 1.9024 | 1.6668 | 2.1656 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 72.093 | 69.7674 | 74.4186 | 72.093 | 69.7674 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.7953 | 0.7618 | 0.8263 | 0.7364 | 0.7223 | 0.7444 |
Largest Winning Trade | 4469 | 3974 | 4469 | 6461 | 5629 | 6461 |
Largest Losing Trade | -8901 | -8901 | -7298 | -12493 | -12462 | -12493 |
Avg Bars in Trades | 270 | 282 | 257 | 270 | 282 | 257 |
Avg Bars in Winners | 146 | 141 | 150 | 146 | 141 | 150 |
Avg Bars in Losers | 589 | 606 | 568 | 589 | 606 | 568 |
Bars Traded | 23223 | 12145 | 11078 | 23223 | 12145 | 11078 |
Profit Streak | 0 | 9.4018 | 0 | 0 | 9.4018 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549384 | 277598 | 465673 | 546847 | 323627 | 487509 |
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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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