Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55786.0336 | 20828.1013 | 34957.9323 | 69629.3425 | 25489.4737 | 44139.8687 |
Total P&L (%) | 55.786 | 20.8281 | 34.9579 | 69.6293 | 25.4895 | 44.1399 |
Avg Daily Profit (%) | 1.0712 | 0.3999 | 0.6712 | 1.0198 | 0.4369 | 0.7045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10819 | -15432 | -9000 | -16425 | -22239 | -15161 |
Profit Factor | 1.8959 | 1.6 | 2.2686 | 1.7413 | 1.4986 | 2.0312 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 72.2222 | 64.8148 | 79.6296 | 72.2222 | 64.8148 | 79.6296 |
Ratio Avg Win / Avg Loss | 0.7292 | 0.8686 | 0.5803 | 0.6697 | 0.8135 | 0.5196 |
Largest Winning Trade | 7027 | 7027 | 5497 | 9738 | 9738 | 7283 |
Largest Losing Trade | -9000 | -7909 | -9000 | -15161 | -11378 | -15161 |
Avg Bars in Trades | 214 | 226 | 203 | 214 | 226 | 203 |
Avg Bars in Winners | 126 | 120 | 132 | 126 | 120 | 132 |
Avg Bars in Losers | 443 | 420 | 484 | 443 | 420 | 484 |
Bars Traded | 23208 | 12205 | 11003 | 23208 | 12205 | 11003 |
Profit Streak | 0 | 11.0259 | 0 | 0 | 11.0259 | 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 | 512900 | -176307 | -167752 | 533784 | -173786 | -167110 |
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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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