Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129201.4475 | 79816.216 | 49385.2315 | 176503.5931 | 131938.948 | 44564.6451 |
Total P&L (%) | 129.2014 | 79.8162 | 49.3852 | 176.5036 | 131.9389 | 44.5646 |
Avg Daily Profit (%) | 0.4961 | 0.3065 | 0.1896 | 0.3913 | 0.3236 | 0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39333 | -27116 | -44169 | -113186 | -75520 | -123372 |
Profit Factor | 1.6375 | 1.784 | 1.4896 | 1.346 | 1.5435 | 1.1667 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 63.1579 | 57.4468 | 68.75 | 63.1579 | 57.4468 | 68.75 |
Ratio Avg Win / Avg Loss | 0.9552 | 1.3215 | 0.6771 | 0.7852 | 1.1433 | 0.5303 |
Largest Winning Trade | 22899 | 22899 | 20775 | 54207 | 54207 | 40719 |
Largest Losing Trade | -22153 | -17026 | -22153 | -56362 | -40589 | -56362 |
Avg Bars in Trades | 253 | 251 | 256 | 253 | 251 | 256 |
Avg Bars in Winners | 169 | 162 | 175 | 169 | 162 | 175 |
Avg Bars in Losers | 397 | 370 | 433 | 397 | 370 | 433 |
Bars Traded | 24098 | 11797 | 12301 | 24098 | 11797 | 12301 |
Profit Streak | 8.6795 | 0 | 12.2212 | 8.6795 | 0 | 12.2212 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421502 | 376359 | 268712 | 330768 | 356403 | -42877 |
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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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