Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34315.2977 | 943.3721 | 33371.9256 | 35913.2451 | -6300.4996 | 42213.7447 |
Total P&L (%) | 34.3153 | 0.9434 | 33.3719 | 35.9132 | -6.3005 | 42.2137 |
Avg Daily Profit (%) | 0.6589 | 0.0181 | 0.6408 | 0.5909 | -0.1249 | 0.6785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15849 | -18953 | -3765 | -23855 | -29095 | -4706 |
Profit Factor | 1.442 | 1.0169 | 2.5199 | 1.3414 | 0.9181 | 2.4927 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 64.9123 | 68.4211 | 61.4035 | 64.9123 | 68.4211 | 61.4035 |
Ratio Avg Win / Avg Loss | 0.7795 | 0.4694 | 1.5839 | 0.7251 | 0.4237 | 1.5668 |
Largest Winning Trade | 8040 | 8040 | 4099 | 9686 | 9686 | 5515 |
Largest Losing Trade | -10895 | -10895 | -3765 | -14805 | -14805 | -4706 |
Avg Bars in Trades | 208 | 219 | 198 | 208 | 219 | 198 |
Avg Bars in Winners | 144 | 142 | 145 | 144 | 142 | 145 |
Avg Bars in Losers | 328 | 385 | 282 | 328 | 385 | 282 |
Bars Traded | 23815 | 12511 | 11304 | 23815 | 12511 | 11304 |
Profit Streak | 9.6359 | 9.8567 | 9.6359 | 9.6359 | 9.8567 | 9.6359 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337937 | -717049 | -166032 | 300005 | -759838 | -165255 |
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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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