Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62699.946 | 8254.5072 | 54445.4389 | 73551.4153 | 4042.8262 | 69508.5891 |
Total P&L (%) | 62.6999 | 8.2545 | 54.4454 | 73.5514 | 4.0428 | 69.5086 |
Avg Daily Profit (%) | 0.7223 | 0.0951 | 0.6272 | 0.6371 | 0.0457 | 0.6098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17489 | -12848 | -12018 | -25302 | -20502 | -16680 |
Profit Factor | 1.6696 | 1.1499 | 2.412 | 1.573 | 1.0536 | 2.3142 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.8723 | 42.5532 | 53.1915 | 47.8723 | 42.5532 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.818 | 1.5523 | 2.1226 | 1.7128 | 1.4223 | 2.0365 |
Largest Winning Trade | 22676 | 13054 | 22676 | 33221 | 14746 | 33221 |
Largest Losing Trade | -5597 | -4461 | -5597 | -8210 | -6744 | -8210 |
Avg Bars in Trades | 259 | 266 | 252 | 259 | 266 | 252 |
Avg Bars in Winners | 387 | 444 | 342 | 387 | 444 | 342 |
Avg Bars in Losers | 142 | 134 | 151 | 142 | 134 | 151 |
Bars Traded | 24416 | 12530 | 11885 | 24416 | 12530 | 11885 |
Profit Streak | 0 | 0 | 5.5174 | 0 | 0 | 5.5174 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440545 | -290856 | 539129 | 421086 | -464059 | 563126 |
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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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