Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61566.9996 | 24991.631 | 36575.3685 | 79020.137 | 30291.9022 | 48728.2348 |
Total P&L (%) | 61.567 | 24.9916 | 36.5754 | 79.0201 | 30.2919 | 48.7282 |
Avg Daily Profit (%) | 1.1822 | 0.4799 | 0.7023 | 1.1244 | 0.5094 | 0.7651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15450 | -17917 | -6564 | -24471 | -27559 | -10831 |
Profit Factor | 1.8245 | 1.5428 | 2.2779 | 1.6732 | 1.4161 | 2.0932 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 69.5313 | 64.0625 | 75 | 69.5313 | 64.0625 | 75 |
Ratio Avg Win / Avg Loss | 0.7995 | 0.8655 | 0.7593 | 0.7332 | 0.7944 | 0.6977 |
Largest Winning Trade | 6591 | 6591 | 3942 | 9891 | 9891 | 5806 |
Largest Losing Trade | -10408 | -10408 | -4227 | -16174 | -16174 | -5734 |
Avg Bars in Trades | 184 | 189 | 178 | 184 | 189 | 178 |
Avg Bars in Winners | 129 | 113 | 143 | 129 | 113 | 143 |
Avg Bars in Losers | 307 | 323 | 284 | 307 | 323 | 284 |
Bars Traded | 23568 | 12116 | 11452 | 23568 | 12116 | 11452 |
Profit Streak | 0 | 2.74 | 0 | 0 | 2.74 | 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 | 504611 | -134453 | -126494 | 512529 | -134499 | -125789 |
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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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