Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54441.3943 | 20756.4783 | 33684.916 | 66298.4739 | 19355.4642 | 46943.0097 |
Total P&L (%) | 54.4414 | 20.7565 | 33.6849 | 66.2985 | 19.3555 | 46.943 |
Avg Daily Profit (%) | 1.0453 | 0.3986 | 0.6468 | 0.9814 | 0.3403 | 0.7417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13566 | -19011 | -4376 | -23499 | -32165 | -7280 |
Profit Factor | 1.8397 | 1.4104 | 3.3626 | 1.6429 | 1.2381 | 3.1515 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 68.8889 | 64.4444 | 73.3333 | 68.8889 | 64.4444 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.8308 | 0.7781 | 1.2228 | 0.742 | 0.6831 | 1.146 |
Largest Winning Trade | 7866 | 7778 | 7866 | 11473 | 11473 | 8836 |
Largest Losing Trade | -8744 | -8744 | -3224 | -14808 | -14808 | -4466 |
Avg Bars in Trades | 262 | 397 | 128 | 262 | 397 | 128 |
Avg Bars in Winners | 158 | 221 | 102 | 158 | 221 | 102 |
Avg Bars in Losers | 493 | 715 | 197 | 493 | 715 | 197 |
Bars Traded | 23641 | 17877 | 5764 | 23641 | 17877 | 5764 |
Profit Streak | 8.7933 | 8.9037 | 8.7933 | 8.7933 | 8.9037 | 8.7933 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545115 | 108859 | 590586 | 557905 | 19411 | 647561 |
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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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