Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32263.7671 | 12546.8681 | 19716.899 | 33188.5181 | 8049.9072 | 25138.6109 |
Total P&L (%) | 32.2638 | 12.5469 | 19.7169 | 33.1885 | 8.0499 | 25.1386 |
Avg Daily Profit (%) | 0.6195 | 0.2409 | 0.3786 | 0.5518 | 0.1488 | 0.4315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25011 | -24684 | -8617 | -35360 | -35568 | -10934 |
Profit Factor | 1.3887 | 1.209 | 1.8579 | 1.3008 | 1.0986 | 1.8764 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 68.75 | 69.6429 | 67.8571 | 68.75 | 69.6429 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.6312 | 0.527 | 0.8801 | 0.5913 | 0.4789 | 0.8888 |
Largest Winning Trade | 5838 | 5838 | 5246 | 8106 | 8106 | 5528 |
Largest Losing Trade | -11571 | -11571 | -3391 | -17540 | -17540 | -4287 |
Avg Bars in Trades | 214 | 327 | 100 | 214 | 327 | 100 |
Avg Bars in Winners | 123 | 187 | 57 | 123 | 187 | 57 |
Avg Bars in Losers | 412 | 648 | 189 | 412 | 648 | 189 |
Bars Traded | 23970 | 18357 | 5613 | 23970 | 18357 | 5613 |
Profit Streak | 15.0163 | 15.0163 | 16.3726 | 15.0163 | 15.0163 | 16.3726 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342670 | -259203 | -175219 | 305470 | -452465 | -171197 |
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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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