Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57275.984 | 36313.818 | 20962.166 | 43373.2045 | 31303.7731 | 12069.4314 |
Total P&L (%) | 57.276 | 36.3138 | 20.9622 | 43.3732 | 31.3038 | 12.0694 |
Avg Daily Profit (%) | 0.4123 | 0.2614 | 0.1509 | 0.2597 | 0.1963 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58737 | -24939 | -48406 | -54646 | -26574 | -42029 |
Profit Factor | 1.3491 | 1.7067 | 1.186 | 1.2596 | 1.5827 | 1.1065 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 72.8814 | 72.8814 | 72.8814 | 72.8814 | 72.8814 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.502 | 0.635 | 0.4413 | 0.4687 | 0.5889 | 0.4117 |
Largest Winning Trade | 14085 | 8256 | 14085 | 10935 | 10935 | 10746 |
Largest Losing Trade | -33595 | -12624 | -33595 | -30089 | -12954 | -30089 |
Avg Bars in Trades | 109 | 81 | 138 | 109 | 81 | 138 |
Avg Bars in Winners | 71 | 67 | 74 | 71 | 67 | 74 |
Avg Bars in Losers | 213 | 117 | 309 | 213 | 117 | 309 |
Bars Traded | 12956 | 4788 | 8168 | 12956 | 4788 | 8168 |
Profit Streak | 130.3619 | 130.3619 | 132.2057 | 130.3619 | 130.3619 | 132.2057 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383905 | -168025 | -190682 | 278589 | -169339 | -463918 |
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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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