Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65675.45 | 38549.7683 | 27125.6817 | 51926.5595 | 49575.0307 | 2351.5288 |
Total P&L (%) | 65.6755 | 38.5498 | 27.1257 | 51.9266 | 49.575 | 2.3515 |
Avg Daily Profit (%) | 0.4728 | 0.2775 | 0.1953 | 0.3015 | 0.2903 | 0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35542 | -25209 | -31863 | -46536 | -28306 | -54204 |
Profit Factor | 1.3137 | 1.3801 | 1.2514 | 1.2007 | 1.4492 | 1.0159 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 69.8413 | 66.6667 | 73.0159 | 69.8413 | 66.6667 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.5673 | 0.69 | 0.4625 | 0.5185 | 0.7246 | 0.3754 |
Largest Winning Trade | 15275 | 15275 | 8940 | 17516 | 17516 | 11559 |
Largest Losing Trade | -28025 | -14098 | -28025 | -46536 | -13150 | -46536 |
Avg Bars in Trades | 103 | 101 | 104 | 103 | 101 | 104 |
Avg Bars in Winners | 78 | 76 | 81 | 78 | 76 | 81 |
Avg Bars in Losers | 159 | 152 | 168 | 159 | 152 | 168 |
Bars Traded | 12989 | 6391 | 6598 | 12989 | 6391 | 6598 |
Profit Streak | 0 | 0 | 135.2487 | 0 | 0 | 135.2487 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334455 | -141462 | -142183 | 223900 | -139950 | -685544 |
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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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