Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59744.1648 | 35849.927 | 23894.2378 | 44384.0677 | 43180.1073 | 1203.9604 |
Total P&L (%) | 59.7442 | 35.8499 | 23.8942 | 44.3841 | 43.1801 | 1.204 |
Avg Daily Profit (%) | 0.4301 | 0.2581 | 0.172 | 0.2648 | 0.2587 | 0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39906 | -24395 | -45877 | -56634 | -22129 | -74523 |
Profit Factor | 1.358 | 1.5486 | 1.2353 | 1.2135 | 1.5927 | 1.0089 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 72.7273 | 67.2727 | 78.1818 | 72.7273 | 67.2727 | 78.1818 |
Ratio Avg Win / Avg Loss | 0.5092 | 0.7534 | 0.3447 | 0.4551 | 0.7748 | 0.2816 |
Largest Winning Trade | 10370 | 7462 | 10370 | 11037 | 6727 | 11037 |
Largest Losing Trade | -35818 | -15960 | -35818 | -52130 | -14915 | -52130 |
Avg Bars in Trades | 118 | 115 | 120 | 118 | 115 | 120 |
Avg Bars in Winners | 74 | 71 | 76 | 74 | 71 | 76 |
Avg Bars in Losers | 235 | 205 | 279 | 235 | 205 | 279 |
Bars Traded | 12987 | 6343 | 6644 | 12987 | 6343 | 6644 |
Profit Streak | 0 | 0 | 146.9452 | 0 | 0 | 146.9452 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338778 | -174135 | -175597 | 214769 | -173208 | -736190 |
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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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