Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64441.5582 | 6071.9299 | 58369.6282 | 76189.5389 | 4489.8362 | 71699.7027 |
Total P&L (%) | 64.4416 | 6.0719 | 58.3696 | 76.1895 | 4.4898 | 71.6997 |
Avg Daily Profit (%) | 0.7423 | 0.0699 | 0.6724 | 0.6546 | 0.0506 | 0.6247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30201 | -13742 | -17924 | -33138 | -16178 | -18640 |
Profit Factor | 1.588 | 1.1126 | 2.0488 | 1.5984 | 1.0713 | 2.1148 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 47.7876 | 42.8571 | 52.6316 | 47.7876 | 42.8571 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.735 | 1.4834 | 1.8439 | 1.7464 | 1.4283 | 1.9033 |
Largest Winning Trade | 23227 | 9405 | 23227 | 33210 | 10100 | 33210 |
Largest Losing Trade | -7877 | -6873 | -7877 | -8205 | -7790 | -8205 |
Avg Bars in Trades | 216 | 211 | 220 | 216 | 211 | 220 |
Avg Bars in Winners | 289 | 261 | 312 | 289 | 261 | 312 |
Avg Bars in Losers | 149 | 174 | 119 | 149 | 174 | 119 |
Bars Traded | 24439 | 11854 | 12585 | 24439 | 11854 | 12585 |
Profit Streak | 1.338 | 0 | 3.6644 | 1.338 | 0 | 3.6644 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348651 | -546820 | -166956 | 337285 | -618037 | -166461 |
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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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