Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80850.2649 | 34574.2404 | 46276.0246 | 114932.837 | 47846.6445 | 67086.1926 |
Total P&L (%) | 80.8503 | 34.5742 | 46.276 | 114.9328 | 47.8466 | 67.0862 |
Avg Daily Profit (%) | 1.5524 | 0.6639 | 0.8886 | 1.48 | 0.7536 | 0.9905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15915 | -11936 | -12814 | -24539 | -18299 | -19446 |
Profit Factor | 2.2368 | 2.0654 | 2.4058 | 2.0637 | 1.8868 | 2.2401 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 68.0851 | 68.0851 | 68.0851 | 68.0851 | 68.0851 | 68.0851 |
Ratio Avg Win / Avg Loss | 1.0485 | 0.9681 | 1.1277 | 0.9674 | 0.8844 | 1.05 |
Largest Winning Trade | 8492 | 7882 | 8492 | 9890 | 9890 | 9123 |
Largest Losing Trade | -8546 | -6615 | -8546 | -14541 | -10183 | -14541 |
Avg Bars in Trades | 246 | 260 | 233 | 246 | 260 | 233 |
Avg Bars in Winners | 160 | 173 | 147 | 160 | 173 | 147 |
Avg Bars in Losers | 430 | 446 | 415 | 430 | 446 | 415 |
Bars Traded | 23211 | 12248 | 10962 | 23211 | 12248 | 10962 |
Profit Streak | 0 | 7.9011 | 0 | 0 | 7.9011 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625118 | 398663 | 540094 | 550829 | 456339 | 584693 |
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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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