Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75916.3364 | 7929.36 | 67986.9764 | 77467.5845 | 16443.3283 | 61024.2562 |
Total P&L (%) | 75.9163 | 7.9294 | 67.987 | 77.4676 | 16.4433 | 61.0243 |
Avg Daily Profit (%) | 0.2915 | 0.0304 | 0.2611 | 0.2205 | 0.0585 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42172 | -33791 | -33233 | -61253 | -35056 | -51012 |
Profit Factor | 1.4802 | 1.0939 | 1.9234 | 1.3977 | 1.168 | 1.6298 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.963 | 63.4146 | 62.5 | 62.963 | 63.4146 | 62.5 |
Ratio Avg Win / Avg Loss | 0.8707 | 0.6311 | 1.1541 | 0.8222 | 0.6738 | 0.9779 |
Largest Winning Trade | 11847 | 9503 | 11847 | 12369 | 12335 | 12369 |
Largest Losing Trade | -26232 | -17858 | -26232 | -42527 | -23108 | -42527 |
Avg Bars in Trades | 299 | 306 | 291 | 299 | 306 | 291 |
Avg Bars in Winners | 221 | 239 | 202 | 221 | 239 | 202 |
Avg Bars in Losers | 430 | 421 | 440 | 430 | 421 | 440 |
Bars Traded | 24225 | 12559 | 11665 | 24225 | 12559 | 11665 |
Profit Streak | 0 | 0 | 16.9623 | 0 | 0 | 16.9623 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7793 | -436557 | 409471 | -8904 | -161117 | 288372 |
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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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