Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102476.9726 | 52407.202 | 50069.7706 | 90745.1415 | 57922.6667 | 32822.4748 |
Total P&L (%) | 102.477 | 52.4072 | 50.0698 | 90.7451 | 57.9227 | 32.8225 |
Avg Daily Profit (%) | 0.3935 | 0.2012 | 0.1923 | 0.2483 | 0.1756 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41734 | -18930 | -54875 | -106565 | -45840 | -138406 |
Profit Factor | 1.4935 | 1.6334 | 1.4008 | 1.2204 | 1.3712 | 1.1284 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 73.8636 | 70.4545 | 77.2727 | 73.8636 | 70.4545 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.5285 | 0.685 | 0.412 | 0.4318 | 0.575 | 0.3319 |
Largest Winning Trade | 19531 | 11897 | 19531 | 31918 | 23240 | 31918 |
Largest Losing Trade | -41734 | -17054 | -41734 | -92963 | -38589 | -92963 |
Avg Bars in Trades | 272 | 283 | 261 | 272 | 283 | 261 |
Avg Bars in Winners | 174 | 168 | 180 | 174 | 168 | 180 |
Avg Bars in Losers | 548 | 558 | 534 | 548 | 558 | 534 |
Bars Traded | 23980 | 12492 | 11487 | 23980 | 12492 | 11487 |
Profit Streak | 13.474 | 24.4531 | 13.474 | 13.474 | 24.4531 | 13.474 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437889 | 328184 | 290179 | 333128 | 280875 | -128427 |
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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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