Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114516.5516 | 70298.8726 | 44217.679 | 102744.5906 | 85190.7616 | 17553.829 |
Total P&L (%) | 114.5166 | 70.2989 | 44.2177 | 102.7446 | 85.1908 | 17.5538 |
Avg Daily Profit (%) | 0.2199 | 0.135 | 0.0849 | 0.1358 | 0.1184 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65081 | -47037 | -37516 | -73748 | -39241 | -85295 |
Profit Factor | 1.3851 | 1.5427 | 1.2635 | 1.2922 | 1.659 | 1.0789 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 64.6018 | 66.6667 | 62.5 | 64.6018 | 66.6667 | 62.5 |
Ratio Avg Win / Avg Loss | 0.759 | 0.7713 | 0.7581 | 0.708 | 0.8295 | 0.6474 |
Largest Winning Trade | 26759 | 26759 | 18417 | 28679 | 22937 | 28679 |
Largest Losing Trade | -31192 | -21974 | -31192 | -73748 | -17581 | -73748 |
Avg Bars in Trades | 216 | 229 | 203 | 216 | 229 | 203 |
Avg Bars in Winners | 139 | 150 | 126 | 139 | 150 | 126 |
Avg Bars in Losers | 357 | 387 | 330 | 357 | 387 | 330 |
Bars Traded | 24443 | 13066 | 11377 | 24443 | 13066 | 11377 |
Profit Streak | 10.4456 | 46.1331 | 10.4456 | 10.4456 | 46.1331 | 10.4456 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355981 | -189830 | -261612 | -10218 | -211487 | -473625 |
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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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