Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107534.1221 | 19017.6006 | 88516.5214 | 70635.7174 | 21733.0091 | 48902.7083 |
Total P&L (%) | 107.5341 | 19.0176 | 88.5165 | 70.6357 | 21.733 | 48.9027 |
Avg Daily Profit (%) | 0.2065 | 0.0365 | 0.17 | 0.1027 | 0.0378 | 0.0765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77741 | -62947 | -60906 | -73640 | -52930 | -66544 |
Profit Factor | 1.3174 | 1.1016 | 1.5838 | 1.2262 | 1.1349 | 1.3235 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 50.9091 | 47.2727 | 54.5455 | 50.9091 | 47.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2703 | 1.2287 | 1.3198 | 1.1824 | 1.2658 | 1.1029 |
Largest Winning Trade | 29575 | 29575 | 20954 | 20153 | 20153 | 15772 |
Largest Losing Trade | -34138 | -28299 | -34138 | -39431 | -27176 | -39431 |
Avg Bars in Trades | 224 | 245 | 204 | 224 | 245 | 204 |
Avg Bars in Winners | 177 | 201 | 156 | 177 | 201 | 156 |
Avg Bars in Losers | 273 | 284 | 262 | 273 | 284 | 262 |
Bars Traded | 24737 | 13480 | 11257 | 24737 | 13480 | 11257 |
Profit Streak | 10.4146 | 19.1854 | 10.4146 | 10.4146 | 19.1854 | 10.4146 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317050 | -441562 | -170198 | -55364 | -401460 | -271432 |
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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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