Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102637.8711 | 72539.0405 | 30098.8307 | 80538.6527 | 94304.1469 | -13765.4942 |
Total P&L (%) | 102.6379 | 72.539 | 30.0988 | 80.5387 | 94.3041 | -13.7655 |
Avg Daily Profit (%) | 0.3854 | 0.2724 | 0.113 | 0.2221 | 0.2497 | -0.0556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63718 | -27058 | -59991 | -113022 | -37634 | -104104 |
Profit Factor | 1.3597 | 1.5916 | 1.185 | 1.235 | 1.6827 | 0.9327 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 49.5496 | 50.9091 | 48.2143 | 49.5496 | 50.9091 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.3844 | 1.5347 | 1.2727 | 1.2574 | 1.6226 | 1.0018 |
Largest Winning Trade | 41799 | 41799 | 28429 | 67096 | 67096 | 29101 |
Largest Losing Trade | -21265 | -12254 | -21265 | -43321 | -15171 | -43321 |
Avg Bars in Trades | 112 | 113 | 111 | 112 | 113 | 111 |
Avg Bars in Winners | 149 | 144 | 154 | 149 | 144 | 154 |
Avg Bars in Losers | 76 | 81 | 71 | 76 | 81 | 71 |
Bars Traded | 12511 | 6260 | 6251 | 12511 | 6260 | 6251 |
Profit Streak | 285.1726 | 285.1726 | 286.1309 | 285.1726 | 285.1726 | 286.1309 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350855 | -169509 | -243450 | 273170 | -169491 | -760269 |
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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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