Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66041.4329 | 27022.8374 | 39018.5955 | 86668.9335 | 33176.6367 | 53492.2968 |
Total P&L (%) | 66.0414 | 27.0228 | 39.0186 | 86.6689 | 33.1766 | 53.4923 |
Avg Daily Profit (%) | 1.2681 | 0.5189 | 0.7492 | 1.2057 | 0.5516 | 0.8261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14760 | -18630 | -8116 | -23264 | -28905 | -13256 |
Profit Factor | 1.9528 | 1.6711 | 2.3436 | 1.7868 | 1.516 | 2.1663 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 74.5455 | 78.1818 | 70.9091 | 74.5455 | 78.1818 | 70.9091 |
Ratio Avg Win / Avg Loss | 0.6668 | 0.4663 | 0.9615 | 0.6101 | 0.4231 | 0.8888 |
Largest Winning Trade | 4830 | 4830 | 4378 | 7233 | 7233 | 5894 |
Largest Losing Trade | -10872 | -10872 | -6855 | -17318 | -17318 | -11187 |
Avg Bars in Trades | 214 | 217 | 211 | 214 | 217 | 211 |
Avg Bars in Winners | 154 | 151 | 158 | 154 | 151 | 158 |
Avg Bars in Losers | 388 | 453 | 340 | 388 | 453 | 340 |
Bars Traded | 23569 | 11940 | 11629 | 23569 | 11940 | 11629 |
Profit Streak | 0 | 15.3689 | 0 | 0 | 15.3689 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568655 | -170239 | -167432 | 554667 | -170341 | -166386 |
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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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