Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65703.7695 | 23853.0316 | 41850.7379 | 75510.815 | 13094.8201 | 62415.9949 |
Total P&L (%) | 65.7038 | 23.853 | 41.8507 | 75.5108 | 13.0948 | 62.416 |
Avg Daily Profit (%) | 0.7569 | 0.2748 | 0.4821 | 0.6501 | 0.1419 | 0.5602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50925 | -28347 | -25302 | -114520 | -67403 | -52385 |
Profit Factor | 1.4563 | 1.2798 | 1.7125 | 1.2408 | 1.0692 | 1.502 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 64.6154 | 66.1538 | 63.0769 | 64.6154 | 66.1538 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.7975 | 0.6548 | 1.0025 | 0.6795 | 0.547 | 0.8792 |
Largest Winning Trade | 7749 | 7749 | 7280 | 15904 | 15079 | 15904 |
Largest Losing Trade | -14845 | -14845 | -7941 | -32993 | -32993 | -19654 |
Avg Bars in Trades | 184 | 180 | 188 | 184 | 180 | 188 |
Avg Bars in Winners | 127 | 115 | 140 | 127 | 115 | 140 |
Avg Bars in Losers | 288 | 308 | 270 | 288 | 308 | 270 |
Bars Traded | 23993 | 11733 | 12260 | 23993 | 11733 | 12260 |
Profit Streak | 1.0125 | 0 | 4.016 | 1.0125 | 0 | 4.016 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317102 | -129299 | -121127 | 247152 | -350764 | -121390 |
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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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