Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89135.4069 | 58248.5305 | 30886.8764 | 105318.5117 | 87072.545 | 18245.9667 |
Total P&L (%) | 89.1354 | 58.2485 | 30.8869 | 105.3185 | 87.0725 | 18.246 |
Avg Daily Profit (%) | 0.3423 | 0.2237 | 0.1186 | 0.2766 | 0.2408 | 0.0644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35266 | -43158 | -17086 | -43008 | -52766 | -36715 |
Profit Factor | 1.6209 | 1.7194 | 1.4935 | 1.475 | 1.7392 | 1.1756 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 46.8354 | 48.7179 | 45 | 46.8354 | 48.7179 | 45 |
Ratio Avg Win / Avg Loss | 1.84 | 1.8099 | 1.8254 | 1.6743 | 1.8308 | 1.4368 |
Largest Winning Trade | 22960 | 22960 | 16985 | 41830 | 41830 | 17560 |
Largest Losing Trade | -12370 | -12370 | -9820 | -23296 | -15801 | -23296 |
Avg Bars in Trades | 306 | 486 | 131 | 306 | 486 | 131 |
Avg Bars in Winners | 430 | 650 | 199 | 430 | 650 | 199 |
Avg Bars in Losers | 197 | 331 | 76 | 197 | 331 | 76 |
Bars Traded | 24248 | 18989 | 5259 | 24248 | 18989 | 5259 |
Profit Streak | 0 | 10.5778 | 0 | 0 | 10.5778 | 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 | -21997 | 326716 | -38634 | -23363 | 361563 | -145743 |
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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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