Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70184.277 | 38986.8257 | 31197.4513 | 59331.1012 | 41680.7223 | 17650.3789 |
Total P&L (%) | 70.1843 | 38.9868 | 31.1975 | 59.3311 | 41.6807 | 17.6504 |
Avg Daily Profit (%) | 0.2695 | 0.1497 | 0.1198 | 0.179 | 0.1339 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40500 | -30851 | -49811 | -78884 | -57529 | -99047 |
Profit Factor | 1.3099 | 1.3285 | 1.2894 | 1.1451 | 1.2016 | 1.0873 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 70.2703 | 67.8571 | 72.7273 | 70.2703 | 67.8571 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5542 | 0.6293 | 0.4835 | 0.4844 | 0.5692 | 0.4077 |
Largest Winning Trade | 18928 | 13502 | 18928 | 27812 | 22272 | 27812 |
Largest Losing Trade | -22113 | -18566 | -22113 | -41340 | -30118 | -41340 |
Avg Bars in Trades | 218 | 218 | 218 | 218 | 218 | 218 |
Avg Bars in Winners | 106 | 93 | 118 | 106 | 93 | 118 |
Avg Bars in Losers | 484 | 483 | 484 | 484 | 483 | 484 |
Bars Traded | 24254 | 12263 | 11991 | 24254 | 12263 | 11991 |
Profit Streak | 3.4105 | 3.4105 | 16.0459 | 3.4105 | 3.4105 | 16.0459 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310713 | -176362 | -214695 | -53960 | -198006 | -421194 |
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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) |
---|