Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31775.8569 | 2656.7767 | 29119.0801 | 31953.7097 | -2839.9591 | 34793.6687 |
Total P&L (%) | 31.7759 | 2.6568 | 29.1191 | 31.9537 | -2.84 | 34.7937 |
Avg Daily Profit (%) | 0.6101 | 0.051 | 0.5591 | 0.5338 | -0.0553 | 0.5749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18287 | -18485 | -5160 | -27327 | -27649 | -7032 |
Profit Factor | 1.3775 | 1.0455 | 2.1306 | 1.2827 | 0.9643 | 2.0385 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 64.8352 | 66.6667 | 63.0435 | 64.8352 | 66.6667 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.7471 | 0.5227 | 1.249 | 0.6957 | 0.4821 | 1.195 |
Largest Winning Trade | 7949 | 7949 | 5931 | 10035 | 10035 | 6418 |
Largest Losing Trade | -10442 | -10442 | -5160 | -15792 | -15792 | -7032 |
Avg Bars in Trades | 266 | 270 | 262 | 266 | 270 | 262 |
Avg Bars in Winners | 152 | 132 | 174 | 152 | 132 | 174 |
Avg Bars in Losers | 475 | 547 | 411 | 475 | 547 | 411 |
Bars Traded | 24237 | 12172 | 12065 | 24237 | 12172 | 12065 |
Profit Streak | 0 | 15.2835 | 0 | 0 | 15.2835 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268224 | -461986 | 365391 | 224472 | -580024 | 382021 |
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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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