Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39704.4814 | 21811.9916 | 17892.4899 | 41598.1059 | 19559.3432 | 22038.7627 |
Total P&L (%) | 39.7045 | 21.812 | 17.8925 | 41.5981 | 19.5593 | 22.0388 |
Avg Daily Profit (%) | 0.7624 | 0.4188 | 0.3436 | 0.6701 | 0.3436 | 0.3832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10689 | -16666 | -5654 | -14156 | -21689 | -7897 |
Profit Factor | 1.4771 | 1.5496 | 1.4109 | 1.4064 | 1.3811 | 1.4317 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 64.2105 | 63.8298 | 64.5833 | 64.2105 | 63.8298 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.8233 | 0.8781 | 0.7737 | 0.7839 | 0.7826 | 0.7851 |
Largest Winning Trade | 7837 | 7837 | 5431 | 8608 | 8608 | 6872 |
Largest Losing Trade | -16632 | -10005 | -16632 | -16632 | -13336 | -16632 |
Avg Bars in Trades | 256 | 251 | 260 | 256 | 251 | 260 |
Avg Bars in Winners | 192 | 167 | 215 | 192 | 167 | 215 |
Avg Bars in Losers | 370 | 399 | 341 | 370 | 399 | 341 |
Bars Traded | 24324 | 11826 | 12498 | 24324 | 11826 | 12498 |
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 | 359808 | 128521 | -428 | 321920 | 14247 | 100845 |
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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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