Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56396.7323 | 21511.4212 | 34885.311 | 69610.7419 | 24799.9467 | 44810.7952 |
Total P&L (%) | 56.3967 | 21.5114 | 34.8853 | 69.6107 | 24.7999 | 44.8108 |
Avg Daily Profit (%) | 1.0829 | 0.413 | 0.6698 | 1.0196 | 0.4263 | 0.7135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11231 | -15891 | -8893 | -16545 | -23091 | -13570 |
Profit Factor | 1.6957 | 1.4801 | 1.962 | 1.5963 | 1.3838 | 1.8598 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 59.0164 | 59.0164 | 59.0164 | 59.0164 | 59.0164 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.1775 | 1.0278 | 1.3625 | 1.1085 | 0.961 | 1.2915 |
Largest Winning Trade | 6651 | 6651 | 5514 | 8873 | 8873 | 6897 |
Largest Losing Trade | -7530 | -7530 | -7139 | -11060 | -11060 | -10795 |
Avg Bars in Trades | 193 | 200 | 185 | 193 | 200 | 185 |
Avg Bars in Winners | 143 | 148 | 138 | 143 | 148 | 138 |
Avg Bars in Losers | 264 | 274 | 254 | 264 | 274 | 254 |
Bars Traded | 23553 | 12216 | 11337 | 23553 | 12216 | 11337 |
Profit Streak | 0 | 9.3996 | 0 | 0 | 9.3996 | 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 | 490512 | -157157 | -150992 | 512790 | -157106 | -149934 |
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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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