Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163951.6549 | 88386.7419 | 75564.913 | 264125.4843 | 148845.0923 | 115280.392 |
Total P&L (%) | 163.9517 | 88.3867 | 75.5649 | 264.1255 | 148.8451 | 115.2804 |
Avg Daily Profit (%) | 0.6296 | 0.3394 | 0.2902 | 0.4975 | 0.3507 | 0.2949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26576 | -13668 | -20206 | -46027 | -21651 | -35342 |
Profit Factor | 2.3101 | 2.6927 | 2.0361 | 2.0334 | 2.4615 | 1.7499 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 47.619 | 45.2381 | 50 | 47.619 | 45.2381 | 50 |
Ratio Avg Win / Avg Loss | 2.5411 | 3.2596 | 2.0361 | 2.2368 | 2.9797 | 1.7499 |
Largest Winning Trade | 83177 | 83177 | 20340 | 153634 | 153634 | 47928 |
Largest Losing Trade | -8808 | -5447 | -8808 | -29804 | -16222 | -29804 |
Avg Bars in Trades | 293 | 104 | 482 | 293 | 104 | 482 |
Avg Bars in Winners | 501 | 167 | 803 | 501 | 167 | 803 |
Avg Bars in Losers | 104 | 52 | 161 | 104 | 52 | 161 |
Bars Traded | 24660 | 4397 | 20263 | 24660 | 4397 | 20263 |
Profit Streak | 4.1694 | 0 | 10.3465 | 4.1694 | 0 | 10.3465 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487153 | 386838 | 432334 | 427291 | 374246 | 413893 |
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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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