Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70338.8705 | 27191.2269 | 43147.6436 | 79372.5177 | 30733.849 | 48638.6687 |
Total P&L (%) | 70.3389 | 27.1912 | 43.1476 | 79.3725 | 30.7338 | 48.6387 |
Avg Daily Profit (%) | 0.2701 | 0.1044 | 0.1657 | 0.2246 | 0.103 | 0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18481 | -20658 | -23694 | -26711 | -25608 | -36616 |
Profit Factor | 1.4922 | 1.3133 | 1.7686 | 1.4263 | 1.2777 | 1.6438 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 69.4444 | 61.1111 | 77.7778 | 69.4444 | 61.1111 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.6566 | 0.8358 | 0.5053 | 0.6276 | 0.8131 | 0.4697 |
Largest Winning Trade | 13813 | 13813 | 10665 | 20790 | 20790 | 18269 |
Largest Losing Trade | -18481 | -18481 | -16321 | -24939 | -20233 | -24939 |
Avg Bars in Trades | 226 | 261 | 190 | 226 | 261 | 190 |
Avg Bars in Winners | 137 | 143 | 132 | 137 | 143 | 132 |
Avg Bars in Losers | 428 | 446 | 396 | 428 | 446 | 396 |
Bars Traded | 24423 | 14120 | 10303 | 24423 | 14120 | 10303 |
Profit Streak | 5.5603 | 5.5603 | 20.0395 | 5.5603 | 5.5603 | 20.0395 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384389 | -237756 | -170824 | 355896 | -239594 | -170691 |
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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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