Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43072.2224 | 27350.0371 | 15722.1852 | 42700.34 | 26215.8333 | 16484.5067 |
Total P&L (%) | 43.0722 | 27.35 | 15.7222 | 42.7003 | 26.2158 | 16.4845 |
Avg Daily Profit (%) | 0.827 | 0.5252 | 0.3019 | 0.6851 | 0.4481 | 0.2934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13303 | -14033 | -7631 | -15231 | -16418 | -9891 |
Profit Factor | 1.4713 | 1.6981 | 1.3011 | 1.4099 | 1.5628 | 1.2862 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 78.3784 | 76.3636 | 80.3571 | 78.3784 | 76.3636 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.4059 | 0.5256 | 0.318 | 0.3889 | 0.4837 | 0.3144 |
Largest Winning Trade | 5885 | 5885 | 4921 | 6427 | 6427 | 5040 |
Largest Losing Trade | -25939 | -10622 | -25939 | -25939 | -11932 | -25939 |
Avg Bars in Trades | 220 | 220 | 219 | 220 | 220 | 219 |
Avg Bars in Winners | 132 | 129 | 135 | 132 | 129 | 135 |
Avg Bars in Losers | 537 | 515 | 564 | 537 | 515 | 564 |
Bars Traded | 24430 | 12140 | 12290 | 24430 | 12140 | 12290 |
Profit Streak | 0 | 3.0662 | 0 | 0 | 3.0662 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449347 | -172287 | -180736 | 398454 | -173463 | -180668 |
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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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