Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53071.9421 | 22564.2019 | 30507.7402 | 64035.8382 | 21909.6024 | 42126.2358 |
Total P&L (%) | 53.0719 | 22.5642 | 30.5077 | 64.0358 | 21.9096 | 42.1262 |
Avg Daily Profit (%) | 1.019 | 0.4333 | 0.5858 | 0.9548 | 0.3811 | 0.6773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11919 | -15947 | -4511 | -17318 | -23180 | -5664 |
Profit Factor | 1.8637 | 1.4528 | 3.6268 | 1.7158 | 1.2952 | 3.7633 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 68.75 | 67.5 | 70 | 68.75 | 67.5 | 70 |
Ratio Avg Win / Avg Loss | 0.8471 | 0.6995 | 1.5544 | 0.7799 | 0.6236 | 1.6128 |
Largest Winning Trade | 7563 | 6238 | 7563 | 9047 | 9047 | 8763 |
Largest Losing Trade | -8543 | -8543 | -4201 | -12599 | -12599 | -5273 |
Avg Bars in Trades | 298 | 487 | 109 | 298 | 487 | 109 |
Avg Bars in Winners | 186 | 286 | 90 | 186 | 286 | 90 |
Avg Bars in Losers | 543 | 904 | 152 | 543 | 904 | 152 |
Bars Traded | 23863 | 19500 | 4363 | 23863 | 19500 | 4363 |
Profit Streak | 13.0356 | 0 | 16.2919 | 13.0356 | 0 | 16.2919 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9947 | 144932 | 595843 | -9557 | 78519 | 654781 |
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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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