Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88286.0996 | 13552.7499 | 74733.3497 | 111260.1997 | 29325.9978 | 81934.202 |
Total P&L (%) | 88.2861 | 13.5528 | 74.7334 | 111.2602 | 29.326 | 81.9342 |
Avg Daily Profit (%) | 0.339 | 0.052 | 0.287 | 0.2876 | 0.0988 | 0.2301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36227 | -37296 | -11826 | -33998 | -36001 | -12748 |
Profit Factor | 1.6482 | 1.1493 | 2.6447 | 1.7487 | 1.3134 | 2.4885 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 69.2308 | 64.4444 | 73.913 | 69.2308 | 64.4444 | 73.913 |
Ratio Avg Win / Avg Loss | 0.7325 | 0.6341 | 0.9334 | 0.7772 | 0.7246 | 0.8783 |
Largest Winning Trade | 10614 | 9045 | 10614 | 10345 | 10345 | 9267 |
Largest Losing Trade | -25824 | -25824 | -10347 | -23129 | -23129 | -12073 |
Avg Bars in Trades | 265 | 290 | 240 | 265 | 290 | 240 |
Avg Bars in Winners | 156 | 169 | 146 | 156 | 169 | 146 |
Avg Bars in Losers | 508 | 509 | 508 | 508 | 509 | 508 |
Bars Traded | 24132 | 13062 | 11070 | 24132 | 13062 | 11070 |
Profit Streak | 11.8705 | 26.2976 | 11.8705 | 11.8705 | 26.2976 | 11.8705 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426886 | -234566 | 469239 | 418052 | -63700 | 440886 |
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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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