Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50823.4683 | 31868.9347 | 18954.5336 | 33886.343 | 27143.4737 | 6742.8693 |
Total P&L (%) | 50.8235 | 31.8689 | 18.9545 | 33.8863 | 27.1435 | 6.7429 |
Avg Daily Profit (%) | 0.3659 | 0.2294 | 0.1365 | 0.2103 | 0.173 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46621 | -29192 | -41761 | -49400 | -31498 | -42170 |
Profit Factor | 1.3023 | 1.502 | 1.1812 | 1.1932 | 1.4093 | 1.0618 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 73.1481 | 70.3704 | 75.9259 | 73.1481 | 70.3704 | 75.9259 |
Ratio Avg Win / Avg Loss | 0.4781 | 0.6324 | 0.3745 | 0.438 | 0.5934 | 0.3367 |
Largest Winning Trade | 14085 | 9071 | 14085 | 9756 | 8125 | 9756 |
Largest Losing Trade | -30624 | -12624 | -30624 | -29555 | -13934 | -29555 |
Avg Bars in Trades | 120 | 117 | 122 | 120 | 117 | 122 |
Avg Bars in Winners | 81 | 72 | 90 | 81 | 72 | 90 |
Avg Bars in Losers | 224 | 226 | 223 | 224 | 226 | 223 |
Bars Traded | 12985 | 6369 | 6616 | 12985 | 6369 | 6616 |
Profit Streak | 143.8809 | 143.8809 | 153.3079 | 143.8809 | 143.8809 | 153.3079 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336918 | -173654 | -218415 | -1594 | -175123 | -627208 |
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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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