Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64214.1524 | 6923.4553 | 57290.697 | 58470.4532 | 11984.4938 | 46485.9594 |
Total P&L (%) | 64.2142 | 6.9235 | 57.2907 | 58.4705 | 11.9845 | 46.486 |
Avg Daily Profit (%) | 0.2466 | 0.0266 | 0.22 | 0.1769 | 0.0435 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48217 | -15930 | -40780 | -93124 | -20542 | -80502 |
Profit Factor | 1.4194 | 1.1378 | 1.5569 | 1.2262 | 1.1629 | 1.2514 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 64.0449 | 57.7778 | 70.4545 | 64.0449 | 57.7778 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.7969 | 0.8315 | 0.6529 | 0.6884 | 0.8498 | 0.5248 |
Largest Winning Trade | 15683 | 6881 | 15683 | 22135 | 9768 | 22135 |
Largest Losing Trade | -25410 | -13401 | -25410 | -48092 | -16392 | -48092 |
Avg Bars in Trades | 273 | 74 | 476 | 273 | 74 | 476 |
Avg Bars in Winners | 181 | 55 | 287 | 181 | 55 | 287 |
Avg Bars in Losers | 436 | 99 | 927 | 436 | 99 | 927 |
Bars Traded | 24309 | 3330 | 20979 | 24309 | 3330 | 20979 |
Profit Streak | 0 | 0 | 10.636 | 0 | 0 | 10.636 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277959 | -394023 | 320236 | 200240 | -282211 | 44392 |
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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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