Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40429.6971 | 6855.453 | 33574.244 | 42787.3493 | 5365.3514 | 37421.998 |
Total P&L (%) | 40.4297 | 6.8555 | 33.5742 | 42.7873 | 5.3654 | 37.422 |
Avg Daily Profit (%) | 0.7763 | 0.1316 | 0.6447 | 0.6863 | 0.1004 | 0.6122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16949 | -11646 | -13824 | -21430 | -14868 | -16805 |
Profit Factor | 1.4734 | 1.2612 | 1.5675 | 1.413 | 1.1658 | 1.5253 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 45.2174 | 39.6552 | 50.8772 | 45.2174 | 39.6552 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.7851 | 1.9192 | 1.5134 | 1.7119 | 1.7741 | 1.4727 |
Largest Winning Trade | 11725 | 8002 | 11725 | 14151 | 8778 | 14151 |
Largest Losing Trade | -7659 | -5105 | -7659 | -7989 | -6399 | -7989 |
Avg Bars in Trades | 212 | 57 | 371 | 212 | 57 | 371 |
Avg Bars in Winners | 253 | 80 | 391 | 253 | 80 | 391 |
Avg Bars in Losers | 179 | 42 | 350 | 179 | 42 | 350 |
Bars Traded | 24482 | 3323 | 21159 | 24482 | 3323 | 21159 |
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 | 324209 | -368528 | -170540 | 290770 | -448119 | -171844 |
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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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