Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82938.5556 | 38749.5913 | 44188.9643 | 49828.9293 | 39424.7264 | 10404.2029 |
Total P&L (%) | 82.9386 | 38.7496 | 44.189 | 49.8289 | 39.4247 | 10.4042 |
Avg Daily Profit (%) | 0.3185 | 0.1488 | 0.1697 | 0.1554 | 0.1277 | 0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55337 | -30162 | -55337 | -93783 | -31599 | -97587 |
Profit Factor | 1.4409 | 1.5198 | 1.3891 | 1.2021 | 1.4802 | 1.0632 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 63.7168 | 57.1429 | 70.1754 | 63.7168 | 57.1429 | 70.1754 |
Ratio Avg Win / Avg Loss | 0.8205 | 1.1398 | 0.5904 | 0.6845 | 1.1102 | 0.4519 |
Largest Winning Trade | 12688 | 11317 | 12688 | 15323 | 11773 | 15323 |
Largest Losing Trade | -55337 | -12440 | -55337 | -93783 | -14869 | -93783 |
Avg Bars in Trades | 215 | 234 | 195 | 215 | 234 | 195 |
Avg Bars in Winners | 145 | 171 | 125 | 145 | 171 | 125 |
Avg Bars in Losers | 336 | 318 | 361 | 336 | 318 | 361 |
Bars Traded | 24301 | 13132 | 11169 | 24301 | 13132 | 11169 |
Profit Streak | 11.341 | 34.0181 | 11.341 | 11.341 | 34.0181 | 11.341 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348692 | -174338 | -173726 | 197417 | -202644 | -626148 |
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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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