Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73965.8454 | 66316.953 | 7648.8924 | 86767.7611 | 80656.0623 | 6111.6988 |
Total P&L (%) | 73.9658 | 66.317 | 7.6489 | 86.7678 | 80.6561 | 6.1117 |
Avg Daily Profit (%) | 0.852 | 0.7639 | 0.0881 | 0.7222 | 0.6836 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25273 | -17205 | -13891 | -28194 | -19648 | -14990 |
Profit Factor | 1.9243 | 3.0759 | 1.1591 | 1.9581 | 3.1414 | 1.1155 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 42.6829 | 43.9024 | 41.4634 | 42.6829 | 43.9024 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.584 | 3.9304 | 1.6363 | 2.6294 | 4.014 | 1.5749 |
Largest Winning Trade | 36992 | 36992 | 9323 | 43860 | 43860 | 9243 |
Largest Losing Trade | -5060 | -4398 | -5060 | -6878 | -6878 | -6166 |
Avg Bars in Trades | 287 | 289 | 284 | 287 | 289 | 284 |
Avg Bars in Winners | 471 | 478 | 463 | 471 | 478 | 463 |
Avg Bars in Losers | 150 | 142 | 158 | 150 | 142 | 158 |
Bars Traded | 23565 | 11887 | 11678 | 23565 | 11887 | 11678 |
Profit Streak | 4.7485 | 5.4985 | 0 | 4.7485 | 5.4985 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 120929 | 531870 | -290762 | 97718 | 510546 | -364993 |
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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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