Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136020.4436 | 114051.3545 | 21969.0892 | 9919.8232 | -28808.7781 | 38728.6013 |
Total P&L (%) | 136.0204 | 114.0514 | 21.9691 | 9.9198 | -28.8088 | 38.7286 |
Avg Daily Profit (%) | 0.2612 | 0.219 | 0.0422 | 0.0182 | -0.0652 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92322 | -87387 | -64474 | -140080 | -161275 | -51999 |
Profit Factor | 1.3212 | 1.5003 | 1.1124 | 1.0212 | 0.9009 | 1.2185 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 48.8636 | 45.4545 | 52.2727 | 48.8636 | 45.4545 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.3826 | 1.8003 | 1.0156 | 1.0687 | 1.0811 | 1.1125 |
Largest Winning Trade | 133633 | 133633 | 22938 | 107236 | 107236 | 35863 |
Largest Losing Trade | -38840 | -38840 | -33116 | -74654 | -74654 | -31202 |
Avg Bars in Trades | 279 | 273 | 285 | 279 | 273 | 285 |
Avg Bars in Winners | 388 | 383 | 392 | 388 | 383 | 392 |
Avg Bars in Losers | 174 | 181 | 167 | 174 | 181 | 167 |
Bars Traded | 24578 | 12029 | 12549 | 24578 | 12029 | 12549 |
Profit Streak | 10.4241 | 34.7158 | 10.4241 | 10.4241 | 34.7158 | 10.4241 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312497 | 320997 | -238623 | -531259 | -580396 | -111290 |
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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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