Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109335.0514 | 63389.4095 | 45945.6418 | 127211.8179 | 95382.5449 | 31829.273 |
Total P&L (%) | 109.3351 | 63.3894 | 45.9456 | 127.2118 | 95.3825 | 31.8293 |
Avg Daily Profit (%) | 0.7871 | 0.4563 | 0.3308 | 0.5926 | 0.4833 | 0.1991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33304 | -29424 | -33140 | -58522 | -38370 | -66971 |
Profit Factor | 1.5275 | 1.6716 | 1.4071 | 1.4131 | 1.8079 | 1.1676 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 66.6667 | 65.1515 | 68.1818 | 66.6667 | 65.1515 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.7638 | 0.8941 | 0.6566 | 0.7065 | 0.967 | 0.5449 |
Largest Winning Trade | 25138 | 25138 | 9996 | 28215 | 28215 | 17132 |
Largest Losing Trade | -29567 | -15881 | -29567 | -58522 | -19305 | -58522 |
Avg Bars in Trades | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Winners | 77 | 75 | 78 | 77 | 75 | 78 |
Avg Bars in Losers | 141 | 138 | 143 | 141 | 138 | 143 |
Bars Traded | 12990 | 6445 | 6545 | 12990 | 6445 | 6545 |
Profit Streak | 0 | 0 | 129.3531 | 0 | 0 | 129.3531 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474323 | -114237 | -116528 | 389291 | -113302 | -155806 |
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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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