Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33334.4698 | 6838.0831 | 26496.3867 | 35718.413 | 3677.31 | 32041.1031 |
Total P&L (%) | 33.3345 | 6.8381 | 26.4964 | 35.7184 | 3.6773 | 32.0411 |
Avg Daily Profit (%) | 0.6401 | 0.1313 | 0.5088 | 0.5882 | 0.0694 | 0.5351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17289 | -16811 | -6169 | -26672 | -25509 | -9612 |
Profit Factor | 1.5584 | 1.1691 | 2.3761 | 1.4406 | 1.0655 | 2.2842 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 62.5 | 61.3636 | 63.6364 | 62.5 | 61.3636 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.935 | 0.7361 | 1.3578 | 0.8644 | 0.6709 | 1.3052 |
Largest Winning Trade | 7197 | 6590 | 7197 | 8632 | 7416 | 8632 |
Largest Losing Trade | -8931 | -8931 | -4729 | -13181 | -13181 | -5055 |
Avg Bars in Trades | 274 | 284 | 265 | 274 | 284 | 265 |
Avg Bars in Winners | 190 | 175 | 205 | 190 | 175 | 205 |
Avg Bars in Losers | 414 | 456 | 369 | 414 | 456 | 369 |
Bars Traded | 24163 | 12496 | 11667 | 24163 | 12496 | 11667 |
Profit Streak | 0 | 3.42 | 0 | 0 | 3.42 | 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 | 311036 | -221014 | 370781 | 276784 | -417485 | 380242 |
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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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