Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67243.6035 | 11169.9486 | 56073.6549 | 80549.27 | 10983.705 | 69565.565 |
Total P&L (%) | 67.2436 | 11.1699 | 56.0737 | 80.5493 | 10.9837 | 69.5656 |
Avg Daily Profit (%) | 0.7746 | 0.1287 | 0.6459 | 0.6829 | 0.1201 | 0.6102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20631 | -13098 | -11932 | -22359 | -14922 | -12444 |
Profit Factor | 1.7095 | 1.23 | 2.2137 | 1.7559 | 1.199 | 2.3544 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 55.4545 | 47.2727 | 63.6364 | 55.4545 | 47.2727 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.3732 | 1.3719 | 1.265 | 1.4104 | 1.3373 | 1.3454 |
Largest Winning Trade | 31385 | 7156 | 31385 | 43130 | 7574 | 43130 |
Largest Losing Trade | -8996 | -6388 | -8996 | -9270 | -7690 | -9270 |
Avg Bars in Trades | 222 | 215 | 229 | 222 | 215 | 229 |
Avg Bars in Winners | 196 | 183 | 206 | 196 | 183 | 206 |
Avg Bars in Losers | 254 | 244 | 269 | 254 | 244 | 269 |
Bars Traded | 24475 | 11857 | 12618 | 24475 | 11857 | 12618 |
Profit Streak | 4.3947 | 4.4919 | 4.3947 | 4.3947 | 4.4919 | 4.3947 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526316 | -333327 | -166016 | 507941 | -351855 | -165151 |
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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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