Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153646.8471 | 104977.7445 | 48669.1026 | 152062.65 | 44770.5182 | 107292.1318 |
Total P&L (%) | 153.6468 | 104.9777 | 48.6691 | 152.0627 | 44.7705 | 107.2921 |
Avg Daily Profit (%) | 0.5769 | 0.3942 | 0.1828 | 0.3478 | 0.139 | 0.2741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73483 | -79608 | -16190 | -158612 | -154501 | -15179 |
Profit Factor | 1.6138 | 1.5233 | 1.9789 | 1.4027 | 1.1382 | 3.001 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 49.4253 | 41.8605 | 56.8182 | 49.4253 | 41.8605 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.6513 | 2.1157 | 1.5039 | 1.4353 | 1.5808 | 2.2808 |
Largest Winning Trade | 83766 | 83766 | 9081 | 118962 | 118962 | 24993 |
Largest Losing Trade | -23664 | -23664 | -11262 | -49422 | -49422 | -8179 |
Avg Bars in Trades | 141 | 268 | 17 | 141 | 268 | 17 |
Avg Bars in Winners | 178 | 404 | 16 | 178 | 404 | 16 |
Avg Bars in Losers | 104 | 170 | 18 | 104 | 170 | 18 |
Bars Traded | 12295 | 11525 | 770 | 12295 | 11525 | 770 |
Profit Streak | 277.2091 | 0 | 288.7716 | 277.2091 | 0 | 288.7716 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472265 | 264566 | 395027 | 317381 | -81145 | 546406 |
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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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