Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123151.6926 | 63774.1686 | 59377.524 | 137079.0141 | 68118.0744 | 68960.9397 |
Total P&L (%) | 123.1517 | 63.7742 | 59.3775 | 137.079 | 68.1181 | 68.9609 |
Avg Daily Profit (%) | 0.2365 | 0.1224 | 0.114 | 0.1659 | 0.0998 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48874 | -41347 | -40045 | -82233 | -60808 | -59816 |
Profit Factor | 1.4438 | 1.4949 | 1.3996 | 1.315 | 1.345 | 1.2901 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 53.9063 | 53.125 | 54.6875 | 53.9063 | 53.125 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.2346 | 1.319 | 1.1597 | 1.1245 | 1.1868 | 1.069 |
Largest Winning Trade | 22987 | 22987 | 17585 | 27573 | 26596 | 27573 |
Largest Losing Trade | -28135 | -18967 | -28135 | -42547 | -26073 | -42547 |
Avg Bars in Trades | 190 | 202 | 178 | 190 | 202 | 178 |
Avg Bars in Winners | 153 | 163 | 144 | 153 | 163 | 144 |
Avg Bars in Losers | 233 | 246 | 220 | 233 | 246 | 220 |
Bars Traded | 24384 | 12952 | 11432 | 24384 | 12952 | 11432 |
Profit Streak | 6.2673 | 13.9132 | 0 | 6.2673 | 13.9132 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355171 | -166951 | -179955 | 305118 | -197781 | -197653 |
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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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