Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45372.814 | 42206.5456 | 3166.2684 | 32521.266 | 44889.4495 | -12368.1835 |
Total P&L (%) | 45.3728 | 42.2065 | 3.1663 | 32.5213 | 44.8895 | -12.3682 |
Avg Daily Profit (%) | 0.1742 | 0.1621 | 0.0122 | 0.1082 | 0.1425 | -0.0507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22438 | -22890 | -26817 | -20519 | -18401 | -24365 |
Profit Factor | 1.2801 | 1.7171 | 1.0307 | 1.2156 | 1.9328 | 0.8796 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 73.6842 | 76.5957 | 70.8333 | 73.6842 | 76.5957 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.4572 | 0.5247 | 0.4244 | 0.4341 | 0.5906 | 0.3622 |
Largest Winning Trade | 18751 | 9973 | 18751 | 12155 | 10974 | 12155 |
Largest Losing Trade | -25923 | -13897 | -25923 | -25923 | -10462 | -25923 |
Avg Bars in Trades | 251 | 254 | 248 | 251 | 254 | 248 |
Avg Bars in Winners | 121 | 132 | 110 | 121 | 132 | 110 |
Avg Bars in Losers | 615 | 654 | 584 | 615 | 654 | 584 |
Bars Traded | 23914 | 11975 | 11939 | 23914 | 11975 | 11939 |
Profit Streak | 3.4375 | 7.0417 | 3.4375 | 3.4375 | 7.0417 | 3.4375 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 211456 | 340186 | -530147 | -51628 | -16 | -580122 |
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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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