Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121345.9339 | 28670.7725 | 92675.1614 | 73705.4988 | 34963.4685 | 38742.0304 |
Total P&L (%) | 121.3459 | 28.6708 | 92.6752 | 73.7055 | 34.9635 | 38.742 |
Avg Daily Profit (%) | 0.233 | 0.055 | 0.1779 | 0.1061 | 0.0576 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64587 | -37280 | -64587 | -97789 | -32662 | -97789 |
Profit Factor | 1.4405 | 1.2595 | 1.5616 | 1.2434 | 1.3284 | 1.1973 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 64.5669 | 64.0625 | 65.0794 | 64.5669 | 64.0625 | 65.0794 |
Ratio Avg Win / Avg Loss | 0.7905 | 0.7066 | 0.8379 | 0.6824 | 0.7452 | 0.6425 |
Largest Winning Trade | 21869 | 12820 | 21869 | 16265 | 16265 | 13429 |
Largest Losing Trade | -64587 | -11341 | -64587 | -97789 | -9794 | -97789 |
Avg Bars in Trades | 191 | 76 | 309 | 191 | 76 | 309 |
Avg Bars in Winners | 162 | 67 | 258 | 162 | 67 | 258 |
Avg Bars in Losers | 245 | 92 | 404 | 245 | 92 | 404 |
Bars Traded | 24381 | 4896 | 19485 | 24381 | 4896 | 19485 |
Profit Streak | 0 | 0 | 47.5105 | 0 | 0 | 47.5105 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318052 | -262394 | -136245 | -51641 | -258031 | -260111 |
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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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