Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58779.634 | 42516.3841 | 16263.2499 | 49691.9002 | 45706.8629 | 3985.0373 |
Total P&L (%) | 58.7796 | 42.5164 | 16.2633 | 49.6919 | 45.7069 | 3.985 |
Avg Daily Profit (%) | 0.2257 | 0.1633 | 0.0625 | 0.155 | 0.1447 | 0.015 |
Buy And Hold Return (%) | 11.7106 | 11.7106 | 11.7106 | 11.7106 | 11.7106 | 11.7106 |
Max Trade Drawdown | -41126 | -37419 | -31640 | -46095 | -40416 | -35742 |
Profit Factor | 1.2896 | 1.4539 | 1.1488 | 1.21 | 1.4358 | 1.0302 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 71.1712 | 69.6429 | 72.7273 | 71.1712 | 69.6429 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5224 | 0.6337 | 0.4308 | 0.4901 | 0.6258 | 0.3863 |
Largest Winning Trade | 10451 | 10451 | 10279 | 11291 | 11291 | 11193 |
Largest Losing Trade | -26362 | -13685 | -26362 | -28260 | -13343 | -28260 |
Avg Bars in Trades | 220 | 229 | 212 | 220 | 229 | 212 |
Avg Bars in Winners | 127 | 132 | 123 | 127 | 132 | 123 |
Avg Bars in Losers | 450 | 450 | 450 | 450 | 450 | 450 |
Bars Traded | 24511 | 12829 | 11682 | 24511 | 12829 | 11682 |
Profit Streak | 9.9427 | 22.4114 | 9.9427 | 9.9427 | 22.4114 | 9.9427 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300208 | -173238 | -390730 | 236269 | -180353 | -705340 |
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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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