Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90562.43 | 53642.1391 | 36920.291 | 101888.6826 | 66189.6836 | 35698.999 |
Total P&L (%) | 90.5624 | 53.6421 | 36.9203 | 101.8887 | 66.1897 | 35.699 |
Avg Daily Profit (%) | 0.3478 | 0.206 | 0.1418 | 0.2701 | 0.1952 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20499 | -25550 | -20890 | -38552 | -41790 | -40102 |
Profit Factor | 1.5841 | 1.6261 | 1.5322 | 1.3789 | 1.4728 | 1.277 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 66.2651 | 63.4146 | 69.0476 | 66.2651 | 63.4146 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.8064 | 0.9382 | 0.6868 | 0.702 | 0.8497 | 0.5724 |
Largest Winning Trade | 25472 | 25472 | 12980 | 30166 | 30166 | 20563 |
Largest Losing Trade | -20499 | -20289 | -20499 | -38552 | -32358 | -38552 |
Avg Bars in Trades | 291 | 266 | 316 | 291 | 266 | 316 |
Avg Bars in Winners | 265 | 225 | 302 | 265 | 225 | 302 |
Avg Bars in Losers | 342 | 337 | 348 | 342 | 337 | 348 |
Bars Traded | 24217 | 10910 | 13307 | 24217 | 10910 | 13307 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315013 | 261426 | -5320 | 245994 | 258436 | -39629 |
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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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