Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81947.6108 | 14480.8893 | 67466.7216 | 103290.0368 | 14528.8867 | 88761.1501 |
Total P&L (%) | 81.9476 | 14.4809 | 67.4667 | 103.29 | 14.5289 | 88.7612 |
Avg Daily Profit (%) | 0.5799 | 0.1025 | 0.4774 | 0.5033 | 0.096 | 0.4506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46022 | -26818 | -28379 | -125421 | -59374 | -86840 |
Profit Factor | 1.7925 | 1.2651 | 2.3833 | 1.4502 | 1.1293 | 1.7582 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 52.2124 | 49.1228 | 55.3571 | 52.2124 | 49.1228 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.6406 | 1.3103 | 1.922 | 1.3273 | 1.1696 | 1.4179 |
Largest Winning Trade | 12617 | 8607 | 12617 | 26629 | 23099 | 26629 |
Largest Losing Trade | -25598 | -10581 | -25598 | -78183 | -24044 | -78183 |
Avg Bars in Trades | 55 | 32 | 78 | 55 | 32 | 78 |
Avg Bars in Winners | 62 | 33 | 87 | 62 | 33 | 87 |
Avg Bars in Losers | 47 | 31 | 66 | 47 | 31 | 66 |
Bars Traded | 6254 | 1860 | 4393 | 6254 | 1860 | 4393 |
Profit Streak | 385.4714 | 385.4714 | 389.9506 | 385.4714 | 385.4714 | 389.9506 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505616 | -264257 | -165807 | 395719 | -349503 | -168185 |
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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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