Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92780.1531 | 45609.6114 | 47170.5416 | 105784.2511 | 77881.762 | 27902.4892 |
Total P&L (%) | 92.7802 | 45.6096 | 47.1705 | 105.7843 | 77.8818 | 27.9025 |
Avg Daily Profit (%) | 0.3563 | 0.1751 | 0.1811 | 0.2775 | 0.2214 | 0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54761 | -23062 | -41368 | -70972 | -29811 | -50487 |
Profit Factor | 1.4353 | 1.542 | 1.3657 | 1.3294 | 1.7047 | 1.1325 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 60.5505 | 56.3636 | 64.8148 | 60.5505 | 56.3636 | 64.8148 |
Ratio Avg Win / Avg Loss | 0.9351 | 1.1938 | 0.7414 | 0.8661 | 1.3198 | 0.6148 |
Largest Winning Trade | 19251 | 13005 | 19251 | 24221 | 24221 | 19779 |
Largest Losing Trade | -14728 | -8743 | -14728 | -35327 | -13707 | -35327 |
Avg Bars in Trades | 221 | 221 | 221 | 221 | 221 | 221 |
Avg Bars in Winners | 214 | 223 | 206 | 214 | 223 | 206 |
Avg Bars in Losers | 233 | 220 | 250 | 233 | 220 | 250 |
Bars Traded | 24166 | 12197 | 11969 | 24166 | 12197 | 11969 |
Profit Streak | 5.2463 | 18.8713 | 0 | 5.2463 | 18.8713 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330288 | -171905 | -174836 | 282742 | -169230 | -326054 |
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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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