Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62596.2353 | 25135.3926 | 37460.8426 | 80586.254 | 29515.8043 | 51070.4496 |
Total P&L (%) | 62.5962 | 25.1354 | 37.4608 | 80.5863 | 29.5158 | 51.0705 |
Avg Daily Profit (%) | 1.2019 | 0.4826 | 0.7193 | 1.1413 | 0.4978 | 0.7953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16797 | -19486 | -8479 | -27790 | -31681 | -13670 |
Profit Factor | 1.885 | 1.5904 | 2.3307 | 1.7058 | 1.4269 | 2.134 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 72.807 | 71.9298 | 73.6842 | 72.807 | 71.9298 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.704 | 0.6206 | 0.8324 | 0.6371 | 0.5568 | 0.7621 |
Largest Winning Trade | 5587 | 5587 | 4258 | 8950 | 8950 | 5305 |
Largest Losing Trade | -11048 | -11048 | -6889 | -18591 | -18591 | -11156 |
Avg Bars in Trades | 206 | 211 | 201 | 206 | 211 | 201 |
Avg Bars in Winners | 148 | 141 | 155 | 148 | 141 | 155 |
Avg Bars in Losers | 361 | 391 | 330 | 361 | 391 | 330 |
Bars Traded | 23563 | 12073 | 11490 | 23563 | 12073 | 11490 |
Profit Streak | 0 | 4.3873 | 0 | 0 | 4.3873 | 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 | 535872 | -172443 | -167492 | 539297 | -172922 | -166313 |
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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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