Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58827.9873 | 36722.0406 | 22105.9468 | 35503.2212 | 40156.8514 | -4653.6303 |
Total P&L (%) | 58.828 | 36.722 | 22.1059 | 35.5032 | 40.1569 | -4.6536 |
Avg Daily Profit (%) | 0.4235 | 0.2644 | 0.1591 | 0.219 | 0.2433 | -0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41540 | -27543 | -47514 | -50140 | -23301 | -60411 |
Profit Factor | 1.3267 | 1.5341 | 1.1986 | 1.1769 | 1.5983 | 0.9652 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 73.1481 | 68.5185 | 77.7778 | 73.1481 | 68.5185 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.487 | 0.7048 | 0.3425 | 0.432 | 0.7343 | 0.2758 |
Largest Winning Trade | 10469 | 8112 | 10469 | 8855 | 7233 | 8855 |
Largest Losing Trade | -41540 | -15087 | -41540 | -50140 | -14127 | -50140 |
Avg Bars in Trades | 120 | 117 | 123 | 120 | 117 | 123 |
Avg Bars in Winners | 90 | 80 | 100 | 90 | 80 | 100 |
Avg Bars in Losers | 200 | 198 | 204 | 200 | 198 | 204 |
Bars Traded | 13000 | 6332 | 6668 | 13000 | 6332 | 6668 |
Profit Streak | 0 | 0 | 147.3942 | 0 | 0 | 147.3942 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329442 | -173930 | -178837 | -20692 | -173413 | -757662 |
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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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