Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72577.061 | 29793.9169 | 42783.1441 | 98825.3823 | 35499.8709 | 63325.5114 |
Total P&L (%) | 72.5771 | 29.7939 | 42.7831 | 98.8254 | 35.4999 | 63.3255 |
Avg Daily Profit (%) | 1.3936 | 0.5721 | 0.8215 | 1.3284 | 0.585 | 0.9464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16856 | -20325 | -6143 | -30272 | -36010 | -10837 |
Profit Factor | 1.9933 | 1.7014 | 2.3985 | 1.7801 | 1.4719 | 2.2307 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 64.5161 | 62.9032 | 66.129 | 64.5161 | 62.9032 | 66.129 |
Ratio Avg Win / Avg Loss | 1.0963 | 1.0034 | 1.2285 | 0.979 | 0.868 | 1.1425 |
Largest Winning Trade | 9642 | 9642 | 6753 | 14979 | 14979 | 7959 |
Largest Losing Trade | -11127 | -11127 | -3720 | -20578 | -20578 | -5767 |
Avg Bars in Trades | 192 | 199 | 185 | 192 | 199 | 185 |
Avg Bars in Winners | 151 | 143 | 158 | 151 | 143 | 158 |
Avg Bars in Losers | 267 | 294 | 238 | 267 | 294 | 238 |
Bars Traded | 23851 | 12354 | 11497 | 23851 | 12354 | 11497 |
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 | 579397 | -144779 | -139617 | 502548 | -146807 | -138580 |
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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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