Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73010.0584 | 24137.3614 | 48872.6969 | 84159.2874 | 37258.4153 | 46900.8721 |
Total P&L (%) | 73.0101 | 24.1374 | 48.8727 | 84.1593 | 37.2584 | 46.9009 |
Avg Daily Profit (%) | 0.2804 | 0.0927 | 0.1877 | 0.2348 | 0.1217 | 0.1478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25881 | -6452 | -27971 | -41786 | -10315 | -45817 |
Profit Factor | 1.7174 | 2.4079 | 1.5775 | 1.4738 | 2.2571 | 1.3169 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Losing Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Profitability (%) | 51.5789 | 60.4167 | 42.5532 | 51.5789 | 60.4167 | 42.5532 |
Ratio Avg Win / Avg Loss | 1.6122 | 1.5776 | 2.1296 | 1.3836 | 1.4788 | 1.7778 |
Largest Winning Trade | 20072 | 5029 | 20072 | 32180 | 8819 | 32180 |
Largest Losing Trade | -9944 | -2603 | -9944 | -19251 | -5002 | -19251 |
Avg Bars in Trades | 248 | 18 | 483 | 248 | 18 | 483 |
Avg Bars in Winners | 339 | 16 | 808 | 339 | 16 | 808 |
Avg Bars in Losers | 151 | 20 | 242 | 151 | 20 | 242 |
Bars Traded | 23604 | 883 | 22721 | 23604 | 883 | 22721 |
Profit Streak | 12.8746 | 12.885 | 12.8746 | 12.8746 | 12.885 | 12.8746 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436704 | -67087 | 193429 | 346754 | -28440 | 12074 |
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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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