Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56910.1696 | 47985.7069 | 8924.4626 | 49064.6313 | 51098.037 | -2033.4057 |
Total P&L (%) | 56.9102 | 47.9857 | 8.9245 | 49.0646 | 51.098 | -2.0334 |
Avg Daily Profit (%) | 0.2185 | 0.1843 | 0.0343 | 0.1534 | 0.1586 | -0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23129 | -34216 | -29121 | -24789 | -35145 | -28825 |
Profit Factor | 1.3356 | 1.7145 | 1.0871 | 1.2792 | 1.7807 | 0.9816 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 71.9101 | 68.1818 | 75.5556 | 71.9101 | 68.1818 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.5217 | 0.8001 | 0.3517 | 0.4997 | 0.831 | 0.3176 |
Largest Winning Trade | 9348 | 9348 | 8870 | 12385 | 12385 | 8208 |
Largest Losing Trade | -25918 | -13365 | -25918 | -25918 | -12773 | -25918 |
Avg Bars in Trades | 267 | 273 | 261 | 267 | 273 | 261 |
Avg Bars in Winners | 142 | 138 | 145 | 142 | 138 | 145 |
Avg Bars in Losers | 588 | 564 | 619 | 588 | 564 | 619 |
Bars Traded | 23808 | 12053 | 11755 | 23808 | 12053 | 11755 |
Profit Streak | 8.4483 | 50.1775 | 8.4483 | 8.4483 | 50.1775 | 8.4483 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310524 | 328317 | -436583 | 258496 | 334105 | -578123 |
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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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