Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106794.7573 | 45096.4422 | 61698.3151 | 108164.8409 | 38967.0294 | 69197.8115 |
Total P&L (%) | 106.7948 | 45.0964 | 61.6983 | 108.1648 | 38.967 | 69.1978 |
Avg Daily Profit (%) | 0.4101 | 0.1732 | 0.2369 | 0.2819 | 0.1264 | 0.2021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71856 | -51846 | -50818 | -69654 | -64817 | -41087 |
Profit Factor | 1.4235 | 1.3553 | 1.4926 | 1.4375 | 1.3043 | 1.5805 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 55.8559 | 58.1818 | 53.5714 | 55.8559 | 58.1818 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.125 | 0.9741 | 1.2936 | 1.1361 | 0.9375 | 1.3698 |
Largest Winning Trade | 21250 | 13820 | 21250 | 18427 | 17348 | 18427 |
Largest Losing Trade | -26509 | -23652 | -26509 | -28646 | -28646 | -23388 |
Avg Bars in Trades | 214 | 225 | 203 | 214 | 225 | 203 |
Avg Bars in Winners | 188 | 197 | 179 | 188 | 197 | 179 |
Avg Bars in Losers | 247 | 265 | 231 | 247 | 265 | 231 |
Bars Traded | 23810 | 12412 | 11398 | 23810 | 12412 | 11398 |
Profit Streak | 12.9254 | 52.0921 | 12.9254 | 12.9254 | 52.0921 | 12.9254 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395814 | -174362 | -171733 | 359453 | -206829 | -170993 |
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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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