Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67170.344 | 28883.2806 | 38287.0634 | 88275.9346 | 31673.5394 | 56602.3952 |
Total P&L (%) | 67.1703 | 28.8833 | 38.2871 | 88.2759 | 31.6735 | 56.6024 |
Avg Daily Profit (%) | 1.2898 | 0.5546 | 0.7352 | 1.2223 | 0.5297 | 0.865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13206 | -13914 | -8629 | -18311 | -22342 | -12687 |
Profit Factor | 1.7827 | 1.593 | 2.0316 | 1.639 | 1.3921 | 1.9867 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 60 | 60.2941 | 59.7015 | 60 | 60.2941 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.1885 | 1.0491 | 1.3713 | 1.0927 | 0.9167 | 1.341 |
Largest Winning Trade | 6507 | 5765 | 6507 | 9860 | 8317 | 9860 |
Largest Losing Trade | -6981 | -6981 | -5029 | -13865 | -13865 | -7864 |
Avg Bars in Trades | 181 | 197 | 164 | 181 | 197 | 164 |
Avg Bars in Winners | 160 | 171 | 148 | 160 | 171 | 148 |
Avg Bars in Losers | 213 | 237 | 188 | 213 | 237 | 188 |
Bars Traded | 24484 | 13442 | 11042 | 24484 | 13442 | 11042 |
Profit Streak | 0 | 0 | 3.4085 | 0 | 0 | 3.4085 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534691 | -100586 | -105673 | 529391 | -103446 | -103668 |
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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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