Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45007.6936 | 10837.8137 | 34169.88 | 50115.9883 | 9373.4146 | 40742.5737 |
Total P&L (%) | 45.0077 | 10.8378 | 34.1699 | 50.116 | 9.3734 | 40.7426 |
Avg Daily Profit (%) | 0.5185 | 0.1248 | 0.3936 | 0.4691 | 0.1033 | 0.3945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24655 | -15932 | -11232 | -39219 | -25051 | -18126 |
Profit Factor | 1.4672 | 1.1985 | 1.8188 | 1.3887 | 1.1283 | 1.7289 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 57.3913 | 53.4483 | 61.4035 | 57.3913 | 53.4483 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.0893 | 1.0439 | 1.1432 | 1.031 | 0.9828 | 1.0868 |
Largest Winning Trade | 6069 | 6069 | 5509 | 8775 | 8775 | 8313 |
Largest Losing Trade | -8232 | -7903 | -8232 | -11907 | -11907 | -8699 |
Avg Bars in Trades | 213 | 224 | 201 | 213 | 224 | 201 |
Avg Bars in Winners | 192 | 223 | 164 | 192 | 223 | 164 |
Avg Bars in Losers | 241 | 226 | 260 | 241 | 226 | 260 |
Bars Traded | 24554 | 13049 | 11505 | 24554 | 13049 | 11505 |
Profit Streak | 3.1513 | 3.2069 | 3.1513 | 3.1513 | 3.2069 | 3.1513 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318886 | -350278 | -172654 | 302665 | -483963 | -172236 |
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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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