Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89722.189 | 38384.1817 | 51338.0072 | 136674.5861 | 55996.9164 | 80677.6697 |
Total P&L (%) | 89.7222 | 38.3842 | 51.338 | 136.6746 | 55.9969 | 80.6777 |
Avg Daily Profit (%) | 1.7228 | 0.737 | 0.9858 | 1.668 | 0.8575 | 1.1423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10289 | -12388 | -5966 | -16125 | -19524 | -11195 |
Profit Factor | 2.3619 | 1.9508 | 3.0127 | 2.1762 | 1.7768 | 2.8286 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 64.6667 | 61.3333 | 68 | 64.6667 | 61.3333 | 68 |
Ratio Avg Win / Avg Loss | 1.2905 | 1.2298 | 1.4178 | 1.189 | 1.1202 | 1.3311 |
Largest Winning Trade | 8947 | 8947 | 6481 | 12639 | 12639 | 8518 |
Largest Losing Trade | -10289 | -10289 | -4384 | -16125 | -16125 | -6384 |
Avg Bars in Trades | 157 | 168 | 146 | 157 | 168 | 146 |
Avg Bars in Winners | 126 | 124 | 128 | 126 | 124 | 128 |
Avg Bars in Losers | 214 | 237 | 185 | 214 | 237 | 185 |
Bars Traded | 23640 | 12627 | 11013 | 23640 | 12627 | 11013 |
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 | 632460 | -44828 | -39816 | 617840 | -43144 | -39069 |
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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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