Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74495.6116 | 30230.3176 | 44265.294 | 103414.0298 | 40463.0278 | 62951.002 |
Total P&L (%) | 74.4956 | 30.2303 | 44.2653 | 103.414 | 40.463 | 62.951 |
Avg Daily Profit (%) | 1.4304 | 0.5805 | 0.8499 | 1.3728 | 0.6545 | 0.942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9780 | -15592 | -8292 | -16240 | -24666 | -14046 |
Profit Factor | 2.1885 | 1.8214 | 2.7108 | 2.0196 | 1.6778 | 2.5087 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 76.9231 | 76.9231 | 76.9231 | 76.9231 | 76.9231 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.6566 | 0.5464 | 0.8132 | 0.6059 | 0.5033 | 0.7526 |
Largest Winning Trade | 5866 | 5866 | 4101 | 8805 | 8805 | 5941 |
Largest Losing Trade | -8901 | -8901 | -7861 | -14096 | -14096 | -13370 |
Avg Bars in Trades | 223 | 236 | 210 | 223 | 236 | 210 |
Avg Bars in Winners | 140 | 141 | 140 | 140 | 141 | 140 |
Avg Bars in Losers | 497 | 552 | 443 | 497 | 552 | 443 |
Bars Traded | 23214 | 12290 | 10924 | 23214 | 12290 | 10924 |
Profit Streak | 0 | 14.4912 | 0 | 0 | 14.4912 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 600135 | -169570 | -165000 | 586597 | -168305 | -164215 |
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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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