Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84676.5305 | 36673.9812 | 48002.5493 | 123408.3961 | 49430.9646 | 73977.4315 |
Total P&L (%) | 84.6765 | 36.674 | 48.0025 | 123.4084 | 49.431 | 73.9774 |
Avg Daily Profit (%) | 1.6259 | 0.7042 | 0.9217 | 1.5554 | 0.7742 | 1.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20263 | -20632 | -5283 | -37547 | -37849 | -9310 |
Profit Factor | 2.1241 | 1.8501 | 2.4913 | 1.8745 | 1.5945 | 2.2758 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 62.5 | 60.9375 | 64.0625 | 62.5 | 60.9375 | 64.0625 |
Ratio Avg Win / Avg Loss | 1.2744 | 1.186 | 1.3975 | 1.1247 | 1.0221 | 1.2767 |
Largest Winning Trade | 9507 | 9507 | 5576 | 16751 | 16751 | 7773 |
Largest Losing Trade | -10198 | -10198 | -4477 | -19421 | -19421 | -7743 |
Avg Bars in Trades | 184 | 193 | 175 | 184 | 193 | 175 |
Avg Bars in Winners | 143 | 139 | 148 | 143 | 139 | 148 |
Avg Bars in Losers | 251 | 277 | 223 | 251 | 277 | 223 |
Bars Traded | 23594 | 12384 | 11210 | 23594 | 12384 | 11210 |
Profit Streak | 3.4351 | 0 | 3.5497 | 3.4351 | 0 | 3.5497 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560053 | -128007 | -124791 | 540509 | -126790 | -123845 |
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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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