Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39290.7149 | 5347.519 | 33943.196 | 43118.2589 | 4570.0981 | 38548.1609 |
Total P&L (%) | 39.2907 | 5.3475 | 33.9432 | 43.1183 | 4.5701 | 38.5482 |
Avg Daily Profit (%) | 0.7544 | 0.1027 | 0.6518 | 0.6907 | 0.0858 | 0.628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12865 | -10833 | -11316 | -14727 | -12154 | -12917 |
Profit Factor | 1.5646 | 1.1883 | 1.8241 | 1.5418 | 1.14 | 1.8213 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 55.9633 | 54.5455 | 57.4074 | 55.9633 | 54.5455 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.2312 | 0.9902 | 1.3533 | 1.2132 | 0.95 | 1.3513 |
Largest Winning Trade | 10436 | 4012 | 10436 | 12363 | 4160 | 12363 |
Largest Losing Trade | -8315 | -5824 | -8315 | -9353 | -6528 | -9353 |
Avg Bars in Trades | 222 | 81 | 365 | 222 | 81 | 365 |
Avg Bars in Winners | 214 | 89 | 335 | 214 | 89 | 335 |
Avg Bars in Losers | 231 | 71 | 405 | 231 | 71 | 405 |
Bars Traded | 24211 | 4490 | 19721 | 24211 | 4490 | 19721 |
Profit Streak | 11.7955 | 13.4434 | 0 | 11.7955 | 13.4434 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410688 | -416935 | -170080 | 398322 | -492521 | -169879 |
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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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