Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87912.9617 | 48651.4934 | 39261.4683 | 100081.3214 | 71639.2102 | 28442.1112 |
Total P&L (%) | 87.913 | 48.6515 | 39.2615 | 100.0813 | 71.6392 | 28.4421 |
Avg Daily Profit (%) | 0.6329 | 0.3502 | 0.2826 | 0.5005 | 0.3897 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36864 | -10748 | -43403 | -73419 | -16178 | -93017 |
Profit Factor | 1.5475 | 1.9874 | 1.3528 | 1.3618 | 1.9208 | 1.1431 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 60.9375 | 60.9375 | 60.9375 | 60.9375 | 60.9375 | 60.9375 |
Ratio Avg Win / Avg Loss | 0.992 | 1.274 | 0.8672 | 0.873 | 1.2313 | 0.7327 |
Largest Winning Trade | 10541 | 6990 | 10541 | 16152 | 10131 | 16152 |
Largest Losing Trade | -31265 | -10748 | -31265 | -59980 | -16161 | -59980 |
Avg Bars in Trades | 101 | 38 | 164 | 101 | 38 | 164 |
Avg Bars in Winners | 90 | 38 | 141 | 90 | 38 | 141 |
Avg Bars in Losers | 119 | 38 | 200 | 119 | 38 | 200 |
Bars Traded | 13003 | 2459 | 10544 | 13003 | 2459 | 10544 |
Profit Streak | 124.017 | 124.0482 | 0 | 124.017 | 124.0482 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424535 | -128861 | -134764 | 342952 | -127199 | -200168 |
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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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