Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53086.7457 | 21433.1232 | 31653.6226 | 64139.9576 | 23796.4594 | 40343.4981 |
Total P&L (%) | 53.0867 | 21.4331 | 31.6536 | 64.14 | 23.7965 | 40.3435 |
Avg Daily Profit (%) | 1.0193 | 0.4115 | 0.6078 | 0.9561 | 0.4107 | 0.6529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12891 | -17787 | -6400 | -20211 | -26820 | -10041 |
Profit Factor | 1.6163 | 1.4205 | 1.9002 | 1.4987 | 1.3108 | 1.7752 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 65.3846 | 64.6154 | 66.1538 | 65.3846 | 64.6154 | 66.1538 |
Ratio Avg Win / Avg Loss | 0.8557 | 0.7779 | 0.9722 | 0.7934 | 0.7178 | 0.9082 |
Largest Winning Trade | 6237 | 6237 | 4361 | 8999 | 8999 | 5517 |
Largest Losing Trade | -10340 | -10340 | -4732 | -15629 | -15629 | -6078 |
Avg Bars in Trades | 181 | 185 | 176 | 181 | 185 | 176 |
Avg Bars in Winners | 127 | 114 | 140 | 127 | 114 | 140 |
Avg Bars in Losers | 282 | 315 | 247 | 282 | 315 | 247 |
Bars Traded | 23572 | 12084 | 11488 | 23572 | 12084 | 11488 |
Profit Streak | 11.1778 | 12.2674 | 11.1778 | 11.1778 | 12.2674 | 11.1778 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484866 | -128108 | -121477 | 486004 | -127210 | -121116 |
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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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