Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136420.593 | 22026.9892 | 114393.6038 | 118349.0154 | -157.5454 | 118506.5607 |
Total P&L (%) | 136.4206 | 22.027 | 114.3936 | 118.349 | -0.1575 | 118.5066 |
Avg Daily Profit (%) | 0.2619 | 0.0423 | 0.2196 | 0.1501 | -0.0003 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80310 | -57229 | -55008 | -99674 | -87129 | -68886 |
Profit Factor | 1.4101 | 1.1152 | 1.8088 | 1.2526 | 0.9994 | 1.6006 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 39.1753 | 33.3333 | 44.898 | 39.1753 | 33.3333 | 44.898 |
Ratio Avg Win / Avg Loss | 2.1893 | 2.2304 | 2.2199 | 1.9448 | 1.9988 | 1.9643 |
Largest Winning Trade | 44062 | 44062 | 35679 | 62367 | 62367 | 38746 |
Largest Losing Trade | -16084 | -16084 | -11463 | -30663 | -30663 | -18658 |
Avg Bars in Trades | 248 | 242 | 254 | 248 | 242 | 254 |
Avg Bars in Winners | 423 | 454 | 399 | 423 | 454 | 399 |
Avg Bars in Losers | 136 | 137 | 136 | 136 | 137 | 136 |
Bars Traded | 24150 | 11662 | 12488 | 24150 | 11662 | 12488 |
Profit Streak | 16.8878 | 0 | 18.6378 | 16.8878 | 0 | 18.6378 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218505 | -241634 | 335699 | 149430 | -584961 | 299862 |
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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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