Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133236.5271 | 25240.672 | 107995.8551 | 70112.6261 | 18160.8485 | 51951.7776 |
Total P&L (%) | 133.2365 | 25.2407 | 107.9959 | 70.1126 | 18.1608 | 51.9518 |
Avg Daily Profit (%) | 0.2558 | 0.0485 | 0.2074 | 0.1021 | 0.032 | 0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97463 | -73772 | -55326 | -115578 | -99084 | -71688 |
Profit Factor | 1.3854 | 1.1441 | 1.6331 | 1.1613 | 1.0948 | 1.2138 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 55.7895 | 53.1915 | 58.3333 | 55.7895 | 53.1915 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0979 | 1.0068 | 1.1665 | 0.9203 | 0.9634 | 0.867 |
Largest Winning Trade | 35309 | 25237 | 35309 | 32400 | 32400 | 25471 |
Largest Losing Trade | -46866 | -29353 | -46866 | -67439 | -42193 | -67439 |
Avg Bars in Trades | 259 | 305 | 214 | 259 | 305 | 214 |
Avg Bars in Winners | 165 | 179 | 153 | 165 | 179 | 153 |
Avg Bars in Losers | 377 | 448 | 299 | 377 | 448 | 299 |
Bars Traded | 24639 | 14355 | 10283 | 24639 | 14355 | 10283 |
Profit Streak | 6.8946 | 0 | 10.1029 | 6.8946 | 0 | 10.1029 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353670 | -193774 | 393342 | -100319 | -276193 | -87705 |
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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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