Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58361.6354 | 7505.7111 | 50855.9243 | 50973.4474 | 5257.4232 | 45716.0243 |
Total P&L (%) | 58.3616 | 7.5057 | 50.8559 | 50.9734 | 5.2574 | 45.716 |
Avg Daily Profit (%) | 0.2241 | 0.0288 | 0.1953 | 0.1583 | 0.0197 | 0.1447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64839 | -16115 | -56214 | -125717 | -31465 | -106032 |
Profit Factor | 1.3829 | 1.2878 | 1.4025 | 1.1937 | 1.1154 | 1.2101 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 54.0541 | 55.3571 | 52.7273 | 54.0541 | 55.3571 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.1754 | 1.0385 | 1.2574 | 1.0146 | 0.8995 | 1.0849 |
Largest Winning Trade | 24672 | 3850 | 24672 | 49907 | 6553 | 49907 |
Largest Losing Trade | -16819 | -3800 | -16819 | -37010 | -7763 | -37010 |
Avg Bars in Trades | 212 | 21 | 406 | 212 | 21 | 406 |
Avg Bars in Winners | 227 | 20 | 448 | 227 | 20 | 448 |
Avg Bars in Losers | 194 | 23 | 359 | 194 | 23 | 359 |
Bars Traded | 23561 | 1214 | 22347 | 23561 | 1214 | 22347 |
Profit Streak | 14.6805 | 23.17 | 14.6805 | 14.6805 | 23.17 | 14.6805 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308079 | -498603 | -173493 | -554 | -606651 | -182593 |
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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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