Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63339.952 | 1830.3344 | 61509.6176 | 62453.7587 | 5391.9397 | 57061.8191 |
Total P&L (%) | 63.34 | 1.8303 | 61.5096 | 62.4538 | 5.3919 | 57.0618 |
Avg Daily Profit (%) | 0.2432 | 0.007 | 0.2362 | 0.1865 | 0.0202 | 0.1735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42433 | -40291 | -16226 | -39329 | -37622 | -19044 |
Profit Factor | 1.3836 | 1.0173 | 2.0341 | 1.3573 | 1.0511 | 1.823 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 72.0721 | 63.6364 | 80.3571 | 72.0721 | 63.6364 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.5362 | 0.5813 | 0.4972 | 0.526 | 0.6006 | 0.4456 |
Largest Winning Trade | 7871 | 7463 | 7871 | 7893 | 7465 | 7893 |
Largest Losing Trade | -28404 | -28404 | -11535 | -25264 | -25264 | -13591 |
Avg Bars in Trades | 216 | 235 | 198 | 216 | 235 | 198 |
Avg Bars in Winners | 128 | 130 | 127 | 128 | 130 | 127 |
Avg Bars in Losers | 443 | 419 | 487 | 443 | 419 | 487 |
Bars Traded | 24063 | 12954 | 11109 | 24063 | 12954 | 11109 |
Profit Streak | 11.3685 | 28.5665 | 11.3685 | 11.3685 | 28.5665 | 11.3685 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345747 | -730492 | -168440 | 320376 | -675789 | -169679 |
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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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