Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74298.9842 | 32527.5096 | 41771.4746 | 91051.636 | 35875.6411 | 55175.9949 |
Total P&L (%) | 74.299 | 32.5275 | 41.7715 | 91.0516 | 35.8756 | 55.176 |
Avg Daily Profit (%) | 0.1618 | 0.0709 | 0.091 | 0.1411 | 0.0668 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21265 | -6431 | -19314 | -23509 | -6318 | -21313 |
Profit Factor | 1.6527 | 1.8935 | 1.5394 | 1.776 | 1.9648 | 1.6885 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 63.5659 | 67.6923 | 59.375 | 63.5659 | 67.6923 | 59.375 |
Ratio Avg Win / Avg Loss | 0.9473 | 0.9037 | 1.0533 | 1.018 | 0.9377 | 1.1553 |
Largest Winning Trade | 18814 | 5253 | 18814 | 29352 | 7096 | 29352 |
Largest Losing Trade | -16616 | -4635 | -16616 | -17117 | -6318 | -17117 |
Avg Bars in Trades | 81 | 19 | 144 | 81 | 19 | 144 |
Avg Bars in Winners | 57 | 15 | 105 | 57 | 15 | 105 |
Avg Bars in Losers | 123 | 28 | 200 | 123 | 28 | 200 |
Bars Traded | 10539 | 1296 | 9243 | 10539 | 1296 | 9243 |
Profit Streak | 0 | 0 | 622.7963 | 0 | 0 | 622.7963 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323378 | -229999 | -209384 | -1060 | -235246 | -201411 |
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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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