Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71687.7074 | 31892.4948 | 39795.2126 | 96953.5256 | 38583.6311 | 58369.8945 |
Total P&L (%) | 71.6877 | 31.8925 | 39.7952 | 96.9535 | 38.5836 | 58.3699 |
Avg Daily Profit (%) | 1.3765 | 0.6124 | 0.7641 | 1.31 | 0.6285 | 0.8867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17952 | -11343 | -11458 | -32028 | -22562 | -20211 |
Profit Factor | 1.8689 | 1.6328 | 2.2395 | 1.6906 | 1.4436 | 2.0929 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 61.4286 | 58.5714 | 64.2857 | 61.4286 | 58.5714 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.1735 | 1.1549 | 1.2442 | 1.0615 | 1.0211 | 1.1627 |
Largest Winning Trade | 8550 | 8550 | 4827 | 9193 | 9193 | 7205 |
Largest Losing Trade | -6409 | -6409 | -4550 | -10222 | -10222 | -7950 |
Avg Bars in Trades | 174 | 178 | 171 | 174 | 178 | 171 |
Avg Bars in Winners | 145 | 147 | 144 | 145 | 147 | 144 |
Avg Bars in Losers | 220 | 221 | 219 | 220 | 221 | 219 |
Bars Traded | 24463 | 12483 | 11980 | 24463 | 12483 | 11980 |
Profit Streak | 0 | 5.2361 | 0 | 0 | 5.2361 | 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 | 557315 | -84230 | -80476 | 542851 | -84517 | -79467 |
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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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