Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190390.7743 | 99190.5223 | 91200.252 | 391698.0054 | 120391.795 | 271306.2103 |
Total P&L (%) | 190.3908 | 99.1905 | 91.2003 | 391.698 | 120.3918 | 271.3062 |
Avg Daily Profit (%) | 2.1932 | 1.1426 | 1.0506 | 1.8516 | 0.9145 | 1.5227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20353 | -20384 | -10759 | -71593 | -53682 | -23249 |
Profit Factor | 2.5882 | 2.2938 | 3.1106 | 2.3095 | 1.5951 | 3.8023 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 42.3529 | 35.7143 | 48.8372 | 42.3529 | 35.7143 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.5229 | 4.1289 | 3.2587 | 3.1434 | 2.8711 | 3.9834 |
Largest Winning Trade | 50258 | 50258 | 20266 | 78484 | 66188 | 78484 |
Largest Losing Trade | -10083 | -9371 | -10083 | -23247 | -23247 | -14768 |
Avg Bars in Trades | 287 | 308 | 268 | 287 | 308 | 268 |
Avg Bars in Winners | 457 | 486 | 435 | 457 | 486 | 435 |
Avg Bars in Losers | 163 | 208 | 107 | 163 | 208 | 107 |
Bars Traded | 24470 | 12942 | 11528 | 24470 | 12942 | 11528 |
Profit Streak | 1.173 | 0 | 1.621 | 1.173 | 0 | 1.621 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410615 | 358381 | 509480 | 380573 | 301965 | 559266 |
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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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