Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94098.0369 | 46042.1422 | 48055.8947 | 121939.559 | 61020.8412 | 60918.7178 |
Total P&L (%) | 94.098 | 46.0421 | 48.0559 | 121.9396 | 61.0208 | 60.9187 |
Avg Daily Profit (%) | 0.205 | 0.1003 | 0.1047 | 0.1738 | 0.1038 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27262 | -15259 | -25831 | -33049 | -16055 | -32065 |
Profit Factor | 1.9158 | 2.1998 | 1.7465 | 2.0654 | 2.4755 | 1.8334 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 59.375 | 60.4167 | 58.3333 | 59.375 | 60.4167 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.3108 | 1.4412 | 1.2475 | 1.4132 | 1.6219 | 1.3096 |
Largest Winning Trade | 35122 | 19275 | 35122 | 45603 | 33818 | 45603 |
Largest Losing Trade | -21989 | -8109 | -21989 | -27626 | -8170 | -27626 |
Avg Bars in Trades | 106 | 113 | 100 | 106 | 113 | 100 |
Avg Bars in Winners | 82 | 101 | 62 | 82 | 101 | 62 |
Avg Bars in Losers | 142 | 131 | 153 | 142 | 131 | 153 |
Bars Traded | 10264 | 5437 | 4827 | 10264 | 5437 | 4827 |
Profit Streak | 615.8305 | 615.8305 | 617.9971 | 615.8305 | 615.8305 | 617.9971 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440260 | -56436 | -51178 | 441064 | -49004 | -51441 |
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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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