Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74578.4287 | 50890.9794 | 23687.4493 | 80523.7014 | 57657.67 | 22866.0314 |
Total P&L (%) | 74.5784 | 50.891 | 23.6874 | 80.5237 | 57.6577 | 22.866 |
Avg Daily Profit (%) | 0.8591 | 0.5862 | 0.2729 | 0.6828 | 0.5258 | 0.2375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47786 | -14850 | -39447 | -78185 | -25087 | -63319 |
Profit Factor | 1.595 | 2.0529 | 1.3076 | 1.3829 | 1.6916 | 1.1801 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 68.3333 | 71.6667 | 65 | 68.3333 | 71.6667 | 65 |
Ratio Avg Win / Avg Loss | 0.7392 | 0.8116 | 0.7041 | 0.6408 | 0.6688 | 0.6355 |
Largest Winning Trade | 8480 | 7757 | 8480 | 9723 | 8350 | 9723 |
Largest Losing Trade | -38080 | -8506 | -38080 | -61104 | -14493 | -61104 |
Avg Bars in Trades | 200 | 208 | 193 | 200 | 208 | 193 |
Avg Bars in Winners | 111 | 116 | 106 | 111 | 116 | 106 |
Avg Bars in Losers | 393 | 442 | 353 | 393 | 442 | 353 |
Bars Traded | 24114 | 12518 | 11596 | 24114 | 12518 | 11596 |
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 | 495689 | -157545 | -166905 | 411093 | -158308 | -190276 |
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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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