Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60309.2322 | 34959.051 | 25350.1812 | 51314.927 | 43962.9352 | 7351.9918 |
Total P&L (%) | 60.3092 | 34.9591 | 25.3502 | 51.3149 | 43.9629 | 7.352 |
Avg Daily Profit (%) | 0.4342 | 0.2517 | 0.1825 | 0.2986 | 0.2627 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29770 | -20508 | -33682 | -39954 | -18818 | -55734 |
Profit Factor | 1.37 | 1.5232 | 1.2636 | 1.2601 | 1.5994 | 1.0593 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 68.0328 | 63.9344 | 72.1311 | 68.0328 | 63.9344 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.6437 | 0.8592 | 0.4882 | 0.5921 | 0.9022 | 0.4093 |
Largest Winning Trade | 10254 | 10254 | 9778 | 12208 | 12208 | 10517 |
Largest Losing Trade | -26352 | -13872 | -26352 | -39954 | -12829 | -39954 |
Avg Bars in Trades | 106 | 103 | 109 | 106 | 103 | 109 |
Avg Bars in Winners | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Losers | 174 | 170 | 179 | 174 | 170 | 179 |
Bars Traded | 13014 | 6338 | 6676 | 13014 | 6338 | 6676 |
Profit Streak | 0 | 0 | 138.4212 | 0 | 0 | 138.4212 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313253 | -156481 | -157003 | 225774 | -155121 | -606573 |
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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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