Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31273.4775 | 2184.2963 | 29089.1812 | 34395.4795 | -345.254 | 34740.7335 |
Total P&L (%) | 31.2735 | 2.1843 | 29.0892 | 34.3955 | -0.3453 | 34.7407 |
Avg Daily Profit (%) | 0.6005 | 0.0419 | 0.5585 | 0.5692 | -0.0066 | 0.5742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13002 | -12923 | -6866 | -19134 | -18998 | -10283 |
Profit Factor | 1.6791 | 1.0935 | 2.2814 | 1.5437 | 0.9894 | 2.132 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 54.3478 | 52.1739 | 56.5217 | 54.3478 | 52.1739 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.4104 | 1.0024 | 1.7549 | 1.2967 | 0.907 | 1.64 |
Largest Winning Trade | 5466 | 5466 | 4645 | 5792 | 5792 | 5615 |
Largest Losing Trade | -7264 | -7264 | -4437 | -10886 | -10886 | -6577 |
Avg Bars in Trades | 254 | 150 | 358 | 254 | 150 | 358 |
Avg Bars in Winners | 261 | 237 | 284 | 261 | 237 | 284 |
Avg Bars in Losers | 245 | 54 | 454 | 245 | 54 | 454 |
Bars Traded | 23383 | 6904 | 16479 | 23383 | 6904 | 16479 |
Profit Streak | 2.5225 | 0 | 2.5245 | 2.5225 | 0 | 2.5245 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261832 | -422000 | 347813 | 244326 | -582479 | 340332 |
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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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