Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68071.9339 | 28012.9753 | 40058.9586 | 89062.5766 | 32091.228 | 56971.3486 |
Total P&L (%) | 68.0719 | 28.013 | 40.059 | 89.0626 | 32.0912 | 56.9713 |
Avg Daily Profit (%) | 1.3071 | 0.5379 | 0.7692 | 1.2305 | 0.5358 | 0.8695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13192 | -15973 | -9700 | -23293 | -29136 | -17722 |
Profit Factor | 1.7402 | 1.5362 | 2.0086 | 1.558 | 1.3498 | 1.8394 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 60 | 64.6154 | 55.3846 | 60 | 64.6154 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.1602 | 0.8413 | 1.6181 | 1.0387 | 0.7392 | 1.4817 |
Largest Winning Trade | 6900 | 6488 | 6900 | 11259 | 8112 | 11259 |
Largest Losing Trade | -9738 | -9738 | -5292 | -17645 | -17645 | -9457 |
Avg Bars in Trades | 181 | 184 | 178 | 181 | 184 | 178 |
Avg Bars in Winners | 160 | 155 | 166 | 160 | 155 | 166 |
Avg Bars in Losers | 212 | 236 | 193 | 212 | 236 | 193 |
Bars Traded | 23562 | 11962 | 11600 | 23562 | 11962 | 11600 |
Profit Streak | 0 | 9.718 | 0 | 0 | 9.718 | 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 | 533978 | -124095 | -118953 | 517223 | -124890 | -118719 |
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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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