Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65344.0411 | 22857.787 | 42486.2541 | 43024.1473 | 14971.077 | 28053.0703 |
Total P&L (%) | 65.344 | 22.8578 | 42.4863 | 43.0241 | 14.9711 | 28.0531 |
Avg Daily Profit (%) | 0.2509 | 0.0878 | 0.1631 | 0.1375 | 0.0536 | 0.095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38721 | -35816 | -31328 | -42892 | -38098 | -49162 |
Profit Factor | 1.2703 | 1.1944 | 1.342 | 1.1486 | 1.109 | 1.1844 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 55.7692 | 53.8462 | 57.6923 | 55.7692 | 53.8462 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.0075 | 1.0238 | 0.9841 | 0.911 | 0.9506 | 0.8685 |
Largest Winning Trade | 19059 | 19059 | 18741 | 20858 | 20858 | 16659 |
Largest Losing Trade | -22228 | -17314 | -22228 | -32179 | -26056 | -32179 |
Avg Bars in Trades | 235 | 255 | 216 | 235 | 255 | 216 |
Avg Bars in Winners | 224 | 192 | 253 | 224 | 192 | 253 |
Avg Bars in Losers | 250 | 328 | 165 | 250 | 328 | 165 |
Bars Traded | 24530 | 13286 | 11244 | 24530 | 13286 | 11244 |
Profit Streak | 10.3801 | 10.7551 | 10.3801 | 10.3801 | 10.7551 | 10.3801 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318856 | -267254 | -175375 | -68944 | -414650 | -268171 |
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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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