Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30959.2448 | 21206.5067 | 9752.7381 | 34434.1978 | 23265.5141 | 11168.6837 |
Total P&L (%) | 30.9592 | 21.2065 | 9.7527 | 34.4342 | 23.2655 | 11.1687 |
Avg Daily Profit (%) | 1.7834 | 1.2216 | 0.5618 | 1.7191 | 1.2122 | 0.6118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10345 | -5961 | -6628 | -12683 | -7369 | -7956 |
Profit Factor | 1.8925 | 2.3721 | 1.507 | 1.7808 | 2.1779 | 1.4586 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 54.0541 | 56.7568 | 51.3514 | 54.0541 | 56.7568 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.6086 | 1.8073 | 1.4277 | 1.5137 | 1.6594 | 1.3819 |
Largest Winning Trade | 9174 | 9174 | 3557 | 9626 | 9626 | 4325 |
Largest Losing Trade | -5351 | -3021 | -5351 | -6401 | -3805 | -6401 |
Avg Bars in Trades | 332 | 310 | 353 | 332 | 310 | 353 |
Avg Bars in Winners | 313 | 303 | 324 | 313 | 303 | 324 |
Avg Bars in Losers | 354 | 319 | 385 | 354 | 319 | 385 |
Bars Traded | 24574 | 11485 | 13089 | 24574 | 11485 | 13089 |
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 | -55971 | 379479 | -155424 | -55934 | 415109 | -118933 |
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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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