Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62998.3009 | 25527.0237 | 37471.2772 | 82000.9395 | 33019.2768 | 48981.6628 |
Total P&L (%) | 62.9983 | 25.527 | 37.4713 | 82.0009 | 33.0193 | 48.9817 |
Avg Daily Profit (%) | 1.2096 | 0.4902 | 0.7195 | 1.1565 | 0.5494 | 0.7684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13236 | -13964 | -7267 | -16906 | -17849 | -11244 |
Profit Factor | 1.8993 | 1.6506 | 2.2159 | 1.842 | 1.6197 | 2.1105 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 66.6667 | 61.9048 | 71.4286 | 66.6667 | 61.9048 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.9496 | 1.0158 | 0.8864 | 0.921 | 0.9968 | 0.8442 |
Largest Winning Trade | 5339 | 5339 | 4512 | 6554 | 6554 | 5340 |
Largest Losing Trade | -11552 | -11552 | -5513 | -14727 | -14727 | -8303 |
Avg Bars in Trades | 187 | 199 | 174 | 187 | 199 | 174 |
Avg Bars in Winners | 136 | 122 | 148 | 136 | 122 | 148 |
Avg Bars in Losers | 288 | 326 | 238 | 288 | 326 | 238 |
Bars Traded | 23579 | 12591 | 10988 | 23579 | 12591 | 10988 |
Profit Streak | 12.5031 | 0 | 12.5114 | 12.5031 | 0 | 12.5114 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522706 | -138586 | -134012 | 533869 | -139141 | -133052 |
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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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