Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59553.3428 | 23272.3133 | 36281.0295 | 75921.7867 | 27799.8148 | 48121.9719 |
Total P&L (%) | 59.5533 | 23.2723 | 36.281 | 75.9218 | 27.7998 | 48.122 |
Avg Daily Profit (%) | 1.1435 | 0.4469 | 0.6966 | 1.0905 | 0.4721 | 0.7572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10727 | -15123 | -8552 | -16157 | -22308 | -13456 |
Profit Factor | 1.808 | 1.6278 | 1.9904 | 1.6774 | 1.4879 | 1.8734 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 68.3333 | 65 | 71.6667 | 68.3333 | 65 | 71.6667 |
Ratio Avg Win / Avg Loss | 0.8379 | 0.8765 | 0.7869 | 0.7773 | 0.8012 | 0.7406 |
Largest Winning Trade | 5011 | 4631 | 5011 | 6662 | 6653 | 6662 |
Largest Losing Trade | -9418 | -9418 | -5065 | -13950 | -13950 | -7235 |
Avg Bars in Trades | 198 | 155 | 241 | 198 | 155 | 241 |
Avg Bars in Winners | 146 | 94 | 193 | 146 | 94 | 193 |
Avg Bars in Losers | 311 | 269 | 363 | 311 | 269 | 363 |
Bars Traded | 23842 | 9329 | 14513 | 23842 | 9329 | 14513 |
Profit Streak | 0.6905 | 0 | 1.1405 | 0.6905 | 0 | 1.1405 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373581 | -163687 | -160937 | 387920 | -163087 | -159593 |
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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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