Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82259.8954 | 42262.8362 | 39997.0593 | 94095.4539 | 38618.791 | 55476.6629 |
Total P&L (%) | 82.2599 | 42.2628 | 39.9971 | 94.0955 | 38.6188 | 55.4767 |
Avg Daily Profit (%) | 0.1792 | 0.0921 | 0.0871 | 0.1446 | 0.0712 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34122 | -29293 | -19564 | -84398 | -71936 | -38579 |
Profit Factor | 1.6034 | 1.6567 | 1.5557 | 1.3867 | 1.3132 | 1.4622 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 73.6364 | 74.5455 | 72.7273 | 73.6364 | 74.5455 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.574 | 0.5657 | 0.5834 | 0.4965 | 0.4484 | 0.5483 |
Largest Winning Trade | 9333 | 9333 | 8752 | 18228 | 18228 | 15784 |
Largest Losing Trade | -29293 | -29293 | -19564 | -71936 | -71936 | -38579 |
Avg Bars in Trades | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Winners | 65 | 69 | 60 | 65 | 69 | 60 |
Avg Bars in Losers | 185 | 168 | 201 | 185 | 168 | 201 |
Bars Traded | 10687 | 5229 | 5458 | 10687 | 5229 | 5458 |
Profit Streak | 600.3796 | 600.3796 | 606.1296 | 600.3796 | 600.3796 | 606.1296 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428500 | -248775 | -255799 | 111382 | -278831 | -243043 |
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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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