Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405154.3008 | 237340.6049 | 167813.696 | 863916.8313 | 550889.0102 | 313027.8211 |
Total P&L (%) | 405.1543 | 237.3406 | 167.8137 | 863.9168 | 550.889 | 313.0278 |
Avg Daily Profit (%) | 0.3241 | 0.1899 | 0.1343 | 0.1814 | 0.15 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74406 | -51738 | -74406 | -752394 | -752394 | -424296 |
Profit Factor | 2.1266 | 2.7616 | 1.7462 | 1.4198 | 1.5845 | 1.2807 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 84.7826 | 82.6087 | 86.9565 | 84.7826 | 82.6087 | 86.9565 |
Ratio Avg Win / Avg Loss | 0.3817 | 0.5814 | 0.2619 | 0.2548 | 0.3336 | 0.1921 |
Largest Winning Trade | 31355 | 22138 | 31355 | 179989 | 179989 | 169127 |
Largest Losing Trade | -74406 | -51738 | -74406 | -752394 | -752394 | -423011 |
Avg Bars in Trades | 23 | 29 | 18 | 23 | 29 | 18 |
Avg Bars in Winners | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Losers | 67 | 81 | 48 | 67 | 81 | 48 |
Bars Traded | 2207 | 1378 | 829 | 2207 | 1378 | 829 |
Profit Streak | 0 | 167.0633 | 0 | 0 | 167.0633 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543728 | 572515 | -8355 | 438599 | 489495 | -38214 |
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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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