Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66447.8584 | 26560.6902 | 39887.1681 | 86982.6365 | 31768.8022 | 55213.8343 |
Total P&L (%) | 66.4479 | 26.5607 | 39.8872 | 86.9826 | 31.7688 | 55.2138 |
Avg Daily Profit (%) | 1.2759 | 0.51 | 0.7659 | 1.209 | 0.5311 | 0.8477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17501 | -18698 | -10499 | -27064 | -27595 | -16015 |
Profit Factor | 1.786 | 1.5455 | 2.1127 | 1.6778 | 1.4194 | 2.0499 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 63.0769 | 64.6154 | 61.5385 | 63.0769 | 64.6154 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.0455 | 0.8463 | 1.3205 | 0.9821 | 0.7773 | 1.2812 |
Largest Winning Trade | 5293 | 5233 | 5293 | 7481 | 6314 | 7481 |
Largest Losing Trade | -9414 | -9414 | -7570 | -14197 | -14197 | -11342 |
Avg Bars in Trades | 184 | 182 | 187 | 184 | 182 | 187 |
Avg Bars in Winners | 150 | 139 | 162 | 150 | 139 | 162 |
Avg Bars in Losers | 243 | 261 | 227 | 243 | 261 | 227 |
Bars Traded | 24044 | 11871 | 12173 | 24044 | 11871 | 12173 |
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 | 546644 | -125071 | -119109 | 485561 | -125198 | -117651 |
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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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