Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83723.6168 | 36226.883 | 47496.7338 | 105392.0858 | 51401.7451 | 53990.3407 |
Total P&L (%) | 83.7236 | 36.2269 | 47.4967 | 105.3921 | 51.4017 | 53.9903 |
Avg Daily Profit (%) | 0.3215 | 0.1391 | 0.1824 | 0.2768 | 0.1594 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21918 | -25118 | -26075 | -41440 | -32782 | -48523 |
Profit Factor | 1.7234 | 1.5556 | 1.9399 | 1.6184 | 1.5819 | 1.6576 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 73.6264 | 71.1111 | 76.087 | 73.6264 | 71.1111 | 76.087 |
Ratio Avg Win / Avg Loss | 0.6173 | 0.632 | 0.6097 | 0.5797 | 0.6427 | 0.521 |
Largest Winning Trade | 11610 | 11610 | 11119 | 21479 | 20093 | 21479 |
Largest Losing Trade | -18256 | -18005 | -18256 | -33574 | -20447 | -33574 |
Avg Bars in Trades | 265 | 301 | 230 | 265 | 301 | 230 |
Avg Bars in Winners | 171 | 188 | 155 | 171 | 188 | 155 |
Avg Bars in Losers | 528 | 577 | 470 | 528 | 577 | 470 |
Bars Traded | 24158 | 13546 | 10611 | 24158 | 13546 | 10611 |
Profit Streak | 8.3585 | 0 | 12.0565 | 8.3585 | 0 | 12.0565 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432290 | -8498 | 342119 | 411230 | 272932 | 335029 |
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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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