Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73012.0444 | 45373.0986 | 27638.9458 | 61551.9556 | 43021.0356 | 18530.92 |
Total P&L (%) | 73.012 | 45.3731 | 27.6389 | 61.552 | 43.021 | 18.5309 |
Avg Daily Profit (%) | 0.2804 | 0.1742 | 0.1061 | 0.1844 | 0.1375 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48659 | -31372 | -34337 | -73297 | -50601 | -56778 |
Profit Factor | 1.3501 | 1.421 | 1.2743 | 1.1991 | 1.268 | 1.1246 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 62.5 | 61.3636 | 63.6364 | 62.5 | 61.3636 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.8101 | 0.8947 | 0.7282 | 0.7195 | 0.7984 | 0.6427 |
Largest Winning Trade | 28131 | 28131 | 20444 | 34793 | 34793 | 20993 |
Largest Losing Trade | -20279 | -13772 | -20279 | -25841 | -24086 | -25841 |
Avg Bars in Trades | 280 | 286 | 274 | 280 | 286 | 274 |
Avg Bars in Winners | 150 | 138 | 161 | 150 | 138 | 161 |
Avg Bars in Losers | 497 | 520 | 472 | 497 | 520 | 472 |
Bars Traded | 24674 | 12589 | 12085 | 24674 | 12589 | 12085 |
Profit Streak | 5.3409 | 5.3409 | 15.7263 | 5.3409 | 5.3409 | 15.7263 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322140 | 203711 | -54856 | 203098 | -12364 | -197191 |
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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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