Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97504.3689 | 58390.9359 | 39113.433 | 70117.2197 | 26426.0337 | 43691.186 |
Total P&L (%) | 97.5044 | 58.3909 | 39.1134 | 70.1172 | 26.426 | 43.6912 |
Avg Daily Profit (%) | 0.3744 | 0.2242 | 0.1502 | 0.2042 | 0.0901 | 0.1393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37784 | -46276 | -6739 | -42960 | -47905 | -6727 |
Profit Factor | 1.4873 | 1.3415 | 2.3445 | 1.2907 | 1.1287 | 2.2193 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 41.8367 | 32.6531 | 51.0204 | 41.8367 | 32.6531 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.0677 | 2.7668 | 2.2507 | 1.7944 | 2.3279 | 2.1305 |
Largest Winning Trade | 83295 | 83295 | 17109 | 82637 | 82637 | 13504 |
Largest Losing Trade | -15421 | -15421 | -3146 | -19576 | -19576 | -3085 |
Avg Bars in Trades | 241 | 452 | 30 | 241 | 452 | 30 |
Avg Bars in Winners | 302 | 702 | 46 | 302 | 702 | 46 |
Avg Bars in Losers | 198 | 331 | 15 | 198 | 331 | 15 |
Bars Traded | 23683 | 22170 | 1513 | 23683 | 22170 | 1513 |
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 | 257119 | 16458 | 304930 | 161509 | -162036 | -5640 |
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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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