Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65294.1036 | 39875.6723 | 25418.4313 | 45700.303 | 35724.3658 | 9975.9372 |
Total P&L (%) | 65.2941 | 39.8757 | 25.4184 | 45.7003 | 35.7244 | 9.9759 |
Avg Daily Profit (%) | 0.47 | 0.2871 | 0.183 | 0.2713 | 0.2201 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55477 | -23036 | -53145 | -61519 | -26080 | -56556 |
Profit Factor | 1.3252 | 1.4953 | 1.2114 | 1.2229 | 1.4416 | 1.0803 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 66.4063 | 65.625 | 67.1875 | 66.4063 | 65.625 | 67.1875 |
Ratio Avg Win / Avg Loss | 0.6704 | 0.7832 | 0.5916 | 0.6186 | 0.7551 | 0.5276 |
Largest Winning Trade | 9945 | 9104 | 9945 | 11348 | 8070 | 11348 |
Largest Losing Trade | -41317 | -13454 | -41317 | -42250 | -15073 | -42250 |
Avg Bars in Trades | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Winners | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Losers | 140 | 139 | 141 | 140 | 139 | 141 |
Bars Traded | 12993 | 6460 | 6533 | 12993 | 6460 | 6533 |
Profit Streak | 0 | 0 | 142.5531 | 0 | 0 | 142.5531 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319379 | -133193 | -135939 | 185247 | -134462 | -538868 |
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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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