Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84309.1554 | 28141.39 | 56167.7653 | 94600.4407 | 29534.1503 | 65066.2904 |
Total P&L (%) | 84.3092 | 28.1414 | 56.1678 | 94.6004 | 29.5342 | 65.0663 |
Avg Daily Profit (%) | 0.3237 | 0.1081 | 0.2157 | 0.256 | 0.0994 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20574 | -19658 | -21803 | -41908 | -25844 | -39810 |
Profit Factor | 1.499 | 1.3036 | 1.7366 | 1.3657 | 1.2112 | 1.5477 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 42.3913 | 34.7826 | 50 | 42.3913 | 34.7826 | 50 |
Ratio Avg Win / Avg Loss | 2.0371 | 2.4443 | 1.7366 | 1.856 | 2.271 | 1.5477 |
Largest Winning Trade | 29652 | 29652 | 20612 | 37853 | 37853 | 21185 |
Largest Losing Trade | -9727 | -7595 | -9727 | -14336 | -14336 | -12130 |
Avg Bars in Trades | 266 | 291 | 242 | 266 | 291 | 242 |
Avg Bars in Winners | 368 | 431 | 324 | 368 | 431 | 324 |
Avg Bars in Losers | 192 | 216 | 160 | 192 | 216 | 160 |
Bars Traded | 24548 | 13407 | 11141 | 24548 | 13407 | 11141 |
Profit Streak | 6.6672 | 0 | 13.2922 | 6.6672 | 0 | 13.2922 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276081 | -58022 | 355753 | 225910 | -69990 | 349026 |
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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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