Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55078.0567 | 36482.8077 | 18595.249 | 36573.8937 | 50931.7532 | -14357.8595 |
Total P&L (%) | 55.0781 | 36.4828 | 18.5952 | 36.5739 | 50.9318 | -14.3579 |
Avg Daily Profit (%) | 0.3965 | 0.2626 | 0.1339 | 0.2246 | 0.2968 | -0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39555 | -22402 | -34835 | -59106 | -23022 | -62970 |
Profit Factor | 1.3009 | 1.4688 | 1.1767 | 1.1556 | 1.6045 | 0.9048 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 68.1818 | 67.2727 | 69.0909 | 68.1818 | 67.2727 | 69.0909 |
Ratio Avg Win / Avg Loss | 0.6071 | 0.7146 | 0.5264 | 0.5393 | 0.7806 | 0.4048 |
Largest Winning Trade | 12395 | 8759 | 12395 | 13230 | 9344 | 13230 |
Largest Losing Trade | -34835 | -16467 | -34835 | -53867 | -15824 | -53867 |
Avg Bars in Trades | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Winners | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Losers | 192 | 204 | 179 | 192 | 204 | 179 |
Bars Traded | 13028 | 6711 | 6317 | 13028 | 6711 | 6317 |
Profit Streak | 132.8634 | 132.8634 | 142.2697 | 132.8634 | 132.8634 | 142.2697 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308018 | -173958 | -228010 | -43905 | -171592 | -758788 |
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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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