Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104658.259 | 45168.3319 | 59489.9271 | 107619.0765 | 33262.2475 | 74356.829 |
Total P&L (%) | 104.6583 | 45.1683 | 59.4899 | 107.6191 | 33.2622 | 74.3568 |
Avg Daily Profit (%) | 0.4019 | 0.1734 | 0.2284 | 0.2809 | 0.1103 | 0.2137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77870 | -29344 | -61744 | -181393 | -85070 | -141486 |
Profit Factor | 1.5433 | 1.5851 | 1.5154 | 1.2635 | 1.1923 | 1.3157 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 76.5957 | 76.5957 | 76.5957 | 76.5957 | 76.5957 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.4716 | 0.4843 | 0.463 | 0.3861 | 0.3643 | 0.402 |
Largest Winning Trade | 16381 | 10252 | 16381 | 34395 | 25053 | 34395 |
Largest Losing Trade | -32493 | -22420 | -32493 | -65678 | -43269 | -65678 |
Avg Bars in Trades | 259 | 147 | 371 | 259 | 147 | 371 |
Avg Bars in Winners | 176 | 99 | 253 | 176 | 99 | 253 |
Avg Bars in Losers | 529 | 301 | 757 | 529 | 301 | 757 |
Bars Traded | 24361 | 6918 | 17443 | 24361 | 6918 | 17443 |
Profit Streak | 12.2603 | 31.3436 | 12.2603 | 12.2603 | 31.3436 | 12.2603 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482418 | 341760 | 364129 | 383634 | -55439 | 340892 |
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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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