Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108647.3014 | 48309.9831 | 60337.3183 | 117516.5778 | 75646.3853 | 41870.1925 |
Total P&L (%) | 108.6473 | 48.31 | 60.3373 | 117.5166 | 75.6464 | 41.8702 |
Avg Daily Profit (%) | 0.4172 | 0.1855 | 0.2317 | 0.2989 | 0.2165 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48588 | -43992 | -41798 | -127008 | -60623 | -103730 |
Profit Factor | 1.5222 | 1.4183 | 1.6519 | 1.3052 | 1.3749 | 1.2285 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 51.6854 | 44.4444 | 59.0909 | 51.6854 | 44.4444 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.4229 | 1.7729 | 1.1436 | 1.2201 | 1.7186 | 0.8505 |
Largest Winning Trade | 47887 | 47887 | 18021 | 65636 | 65636 | 29129 |
Largest Losing Trade | -12779 | -11599 | -12779 | -24913 | -24704 | -24913 |
Avg Bars in Trades | 272 | 287 | 256 | 272 | 287 | 256 |
Avg Bars in Winners | 352 | 398 | 317 | 352 | 398 | 317 |
Avg Bars in Losers | 185 | 198 | 168 | 185 | 198 | 168 |
Bars Traded | 24232 | 12942 | 11289 | 24232 | 12942 | 11289 |
Profit Streak | 9.0426 | 9.6156 | 0 | 9.0426 | 9.6156 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383323 | 183842 | 327834 | 299166 | 237241 | -17853 |
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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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