Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78325.1997 | 58406.8249 | 19918.3748 | 48910.153 | 19142.6118 | 29767.5413 |
Total P&L (%) | 78.3252 | 58.4068 | 19.9184 | 48.9102 | 19.1426 | 29.7675 |
Avg Daily Profit (%) | 0.9023 | 0.6728 | 0.2294 | 0.4597 | 0.202 | 0.3006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27846 | -38779 | -3990 | -48582 | -67655 | -6717 |
Profit Factor | 1.6567 | 1.566 | 2.2392 | 1.2863 | 1.1297 | 2.2833 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 15 | 31 | 46 | 15 | 31 |
Losing Trades | 49 | 32 | 17 | 49 | 32 | 17 |
Profitability (%) | 48.4211 | 31.9149 | 64.5833 | 48.4211 | 31.9149 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.7647 | 3.3407 | 1.228 | 1.3702 | 2.41 | 1.2521 |
Largest Winning Trade | 104169 | 104169 | 4639 | 91977 | 91977 | 8361 |
Largest Losing Trade | -13515 | -13515 | -3990 | -22924 | -22924 | -6717 |
Avg Bars in Trades | 256 | 455 | 62 | 256 | 455 | 62 |
Avg Bars in Winners | 293 | 750 | 72 | 293 | 750 | 72 |
Avg Bars in Losers | 222 | 316 | 45 | 222 | 316 | 45 |
Bars Traded | 24390 | 21387 | 3003 | 24390 | 21387 | 3003 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492060 | 173196 | 168059 | 219731 | -85491 | 310234 |
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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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