Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61831.4692 | 37091.8027 | 24739.6665 | 47518.7896 | 43039.9188 | 4478.8708 |
Total P&L (%) | 61.8315 | 37.0918 | 24.7397 | 47.5188 | 43.0399 | 4.4789 |
Avg Daily Profit (%) | 0.4451 | 0.267 | 0.1781 | 0.2803 | 0.258 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33679 | -24643 | -32606 | -45288 | -24788 | -47737 |
Profit Factor | 1.3097 | 1.4228 | 1.221 | 1.2115 | 1.4888 | 1.0328 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 71.0938 | 67.1875 | 75 | 71.0938 | 67.1875 | 75 |
Ratio Avg Win / Avg Loss | 0.5325 | 0.6949 | 0.407 | 0.4926 | 0.7271 | 0.3443 |
Largest Winning Trade | 10584 | 9687 | 10584 | 12660 | 9393 | 12660 |
Largest Losing Trade | -27842 | -14256 | -27842 | -45288 | -12444 | -45288 |
Avg Bars in Trades | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Winners | 76 | 72 | 79 | 76 | 72 | 79 |
Avg Bars in Losers | 163 | 158 | 171 | 163 | 158 | 171 |
Bars Traded | 12990 | 6447 | 6543 | 12990 | 6447 | 6543 |
Profit Streak | 0 | 0 | 135.6187 | 0 | 0 | 135.6187 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321849 | -133852 | -134698 | 213190 | -132997 | -639001 |
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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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