Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77351.2605 | 9950.02 | 67401.2405 | 70062.2807 | -9797.2046 | 79859.4853 |
Total P&L (%) | 77.3513 | 9.95 | 67.4012 | 70.0623 | -9.7972 | 79.8595 |
Avg Daily Profit (%) | 0.297 | 0.0382 | 0.2588 | 0.2041 | -0.0396 | 0.2257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66236 | -43962 | -39429 | -137912 | -92275 | -73752 |
Profit Factor | 1.3363 | 1.0736 | 1.7109 | 1.1873 | 0.9553 | 1.5155 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 71.8182 | 67.2727 | 76.3636 | 71.8182 | 67.2727 | 76.3636 |
Ratio Avg Win / Avg Loss | 0.5244 | 0.5223 | 0.5296 | 0.4659 | 0.4647 | 0.4691 |
Largest Winning Trade | 16440 | 14609 | 16440 | 24299 | 20124 | 24299 |
Largest Losing Trade | -25618 | -25618 | -17712 | -31090 | -31090 | -29507 |
Avg Bars in Trades | 222 | 237 | 207 | 222 | 237 | 207 |
Avg Bars in Winners | 134 | 134 | 134 | 134 | 134 | 134 |
Avg Bars in Losers | 446 | 448 | 443 | 446 | 448 | 443 |
Bars Traded | 24452 | 13060 | 11392 | 24452 | 13060 | 11392 |
Profit Streak | 6.1921 | 28.6713 | 6.1921 | 6.1921 | 28.6713 | 6.1921 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369362 | -626528 | -168923 | -5370 | -758452 | -169764 |
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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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