Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144514.6659 | 60386.651 | 84128.0149 | 264355.6499 | 112516.5193 | 151839.1307 |
Total P&L (%) | 144.5147 | 60.3867 | 84.128 | 264.3557 | 112.5165 | 151.8391 |
Avg Daily Profit (%) | 0.5549 | 0.2319 | 0.323 | 0.4977 | 0.2899 | 0.3553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18168 | -11129 | -16505 | -64898 | -32160 | -59760 |
Profit Factor | 2.343 | 2.0374 | 2.703 | 1.8373 | 1.6753 | 2.0183 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 57.3171 | 51.2195 | 63.4146 | 57.3171 | 51.2195 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.7448 | 1.9404 | 1.5595 | 1.3682 | 1.5955 | 1.1644 |
Largest Winning Trade | 27441 | 19977 | 27441 | 45861 | 45861 | 32972 |
Largest Losing Trade | -11046 | -9797 | -11046 | -39076 | -32160 | -39076 |
Avg Bars in Trades | 297 | 338 | 257 | 297 | 338 | 257 |
Avg Bars in Winners | 298 | 363 | 246 | 298 | 363 | 246 |
Avg Bars in Losers | 296 | 311 | 276 | 296 | 311 | 276 |
Bars Traded | 24429 | 13874 | 10555 | 24429 | 13874 | 10555 |
Profit Streak | 5.4429 | 5.9533 | 5.4429 | 5.4429 | 5.9533 | 5.4429 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254509 | 382378 | 536996 | 161776 | 398146 | 459345 |
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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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