Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69170.9856 | 22087.6683 | 47083.3173 | 79668.9897 | 5004.0255 | 74664.9641 |
Total P&L (%) | 69.171 | 22.0877 | 47.0833 | 79.669 | 5.004 | 74.665 |
Avg Daily Profit (%) | 1.3282 | 0.4241 | 0.9041 | 1.1314 | 0.0938 | 1.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24941 | -23534 | -8047 | -54303 | -48595 | -18064 |
Profit Factor | 1.8066 | 1.3471 | 3.128 | 1.4814 | 1.0424 | 2.5769 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 58.9474 | 54.1667 | 63.8298 | 58.9474 | 54.1667 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.2582 | 1.1399 | 1.7726 | 1.0317 | 0.882 | 1.4603 |
Largest Winning Trade | 32685 | 32685 | 10841 | 30008 | 30008 | 14718 |
Largest Losing Trade | -14079 | -14079 | -5565 | -29326 | -29326 | -12365 |
Avg Bars in Trades | 253 | 287 | 218 | 253 | 287 | 218 |
Avg Bars in Winners | 176 | 184 | 168 | 176 | 184 | 168 |
Avg Bars in Losers | 363 | 408 | 305 | 363 | 408 | 305 |
Bars Traded | 24036 | 13776 | 10260 | 24036 | 13776 | 10260 |
Profit Streak | 3.5498 | 3.5498 | 6.054 | 3.5498 | 3.5498 | 6.054 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527229 | 84517 | 670553 | 482618 | -411187 | 654990 |
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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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