Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47743.3451 | 33517.8644 | 14225.4807 | 27264.4535 | 30166.993 | -2902.5395 |
Total P&L (%) | 47.7433 | 33.5179 | 14.2255 | 27.2645 | 30.167 | -2.9025 |
Avg Daily Profit (%) | 0.3437 | 0.2413 | 0.1024 | 0.1737 | 0.19 | -0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51219 | -26625 | -40644 | -52909 | -27366 | -43852 |
Profit Factor | 1.2529 | 1.445 | 1.1254 | 1.1402 | 1.3968 | 0.9755 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 72.0339 | 66.1017 | 77.9661 | 72.0339 | 66.1017 | 77.9661 |
Ratio Avg Win / Avg Loss | 0.4864 | 0.741 | 0.3181 | 0.4427 | 0.7163 | 0.2757 |
Largest Winning Trade | 13697 | 8256 | 13697 | 9706 | 9706 | 8988 |
Largest Losing Trade | -31510 | -12624 | -31510 | -31232 | -13644 | -31232 |
Avg Bars in Trades | 110 | 106 | 113 | 110 | 106 | 113 |
Avg Bars in Winners | 79 | 71 | 86 | 79 | 71 | 86 |
Avg Bars in Losers | 188 | 174 | 209 | 188 | 174 | 209 |
Bars Traded | 12981 | 6290 | 6691 | 12981 | 6290 | 6691 |
Profit Streak | 137.2092 | 137.2092 | 140.5842 | 137.2092 | 137.2092 | 140.5842 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305792 | -170934 | -348308 | -60860 | -171965 | -754263 |
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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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