Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75354.313 | 40253.8351 | 35100.4778 | 69480.5982 | 42375.4316 | 27105.1666 |
Total P&L (%) | 75.3543 | 40.2538 | 35.1005 | 69.4806 | 42.3754 | 27.1052 |
Avg Daily Profit (%) | 0.868 | 0.4637 | 0.4043 | 0.6096 | 0.4078 | 0.2767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42868 | -19920 | -31365 | -44959 | -20952 | -30227 |
Profit Factor | 1.5208 | 1.6237 | 1.438 | 1.5181 | 1.6994 | 1.3687 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 61.9469 | 59.6491 | 64.2857 | 61.9469 | 59.6491 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9342 | 1.0984 | 0.7989 | 0.9326 | 1.1496 | 0.7604 |
Largest Winning Trade | 47054 | 47054 | 43855 | 52401 | 52401 | 33949 |
Largest Losing Trade | -12493 | -9416 | -12493 | -10930 | -10930 | -10503 |
Avg Bars in Trades | 217 | 203 | 230 | 217 | 203 | 230 |
Avg Bars in Winners | 138 | 148 | 129 | 138 | 148 | 129 |
Avg Bars in Losers | 345 | 286 | 412 | 345 | 286 | 412 |
Bars Traded | 24534 | 11623 | 12911 | 24534 | 11623 | 12911 |
Profit Streak | 0 | 0 | 6.0296 | 0 | 0 | 6.0296 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449175 | -171113 | -172536 | 386618 | -171256 | -174761 |
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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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