Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88235.6563 | 37227.1284 | 51008.5279 | 96037.4244 | 64299.2398 | 31738.1846 |
Total P&L (%) | 88.2357 | 37.2271 | 51.0085 | 96.0374 | 64.2992 | 31.7382 |
Avg Daily Profit (%) | 0.3388 | 0.143 | 0.1959 | 0.2588 | 0.1908 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35008 | -43228 | -18879 | -59986 | -38946 | -40435 |
Profit Factor | 1.4097 | 1.3557 | 1.4608 | 1.319 | 1.4661 | 1.1946 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.4097 | 1.3557 | 1.4608 | 1.319 | 1.4661 | 1.1946 |
Largest Winning Trade | 18689 | 18689 | 18667 | 33974 | 33974 | 15065 |
Largest Losing Trade | -14083 | -11411 | -14083 | -32642 | -23068 | -32642 |
Avg Bars in Trades | 221 | 244 | 197 | 221 | 244 | 197 |
Avg Bars in Winners | 235 | 226 | 243 | 235 | 226 | 243 |
Avg Bars in Losers | 207 | 263 | 151 | 207 | 263 | 151 |
Bars Traded | 23887 | 13217 | 10670 | 23887 | 13217 | 10670 |
Profit Streak | 8.2472 | 9.0388 | 0 | 8.2472 | 9.0388 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328552 | -185033 | -174064 | 283984 | -172520 | -242478 |
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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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