Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74227.1989 | 35436.0394 | 38791.1595 | 90967.2867 | 35085.8993 | 55881.3873 |
Total P&L (%) | 74.2272 | 35.436 | 38.7912 | 90.9673 | 35.0859 | 55.8814 |
Avg Daily Profit (%) | 0.1617 | 0.0772 | 0.0845 | 0.141 | 0.0655 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28456 | -15805 | -22469 | -38498 | -19287 | -30918 |
Profit Factor | 1.7345 | 1.9038 | 1.6272 | 1.687 | 1.6467 | 1.7149 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 62.2222 | 60 | 64.4444 | 62.2222 | 60 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.0531 | 1.2692 | 0.8978 | 1.0242 | 1.0978 | 0.9461 |
Largest Winning Trade | 15985 | 7133 | 15985 | 26957 | 7641 | 26957 |
Largest Losing Trade | -21179 | -8652 | -21179 | -29535 | -16923 | -29535 |
Avg Bars in Trades | 118 | 117 | 119 | 118 | 117 | 119 |
Avg Bars in Winners | 70 | 67 | 72 | 70 | 67 | 72 |
Avg Bars in Losers | 198 | 192 | 205 | 198 | 192 | 205 |
Bars Traded | 10679 | 5292 | 5387 | 10679 | 5292 | 5387 |
Profit Streak | 591.3591 | 0 | 605.2341 | 591.3591 | 0 | 605.2341 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410087 | -89414 | -80037 | -775 | -105485 | -62148 |
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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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