Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111874.3422 | 63301.5812 | 48572.761 | 139511.3967 | 87886.7854 | 51624.6113 |
Total P&L (%) | 111.8743 | 63.3016 | 48.5728 | 139.5114 | 87.8868 | 51.6246 |
Avg Daily Profit (%) | 0.4296 | 0.2431 | 0.1865 | 0.336 | 0.2425 | 0.16 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33089 | -34728 | -25077 | -47527 | -48088 | -47482 |
Profit Factor | 1.6131 | 1.6858 | 1.5386 | 1.4797 | 1.6268 | 1.3428 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.1818 | 38.6364 | 47.7273 | 43.1818 | 38.6364 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.1224 | 2.6775 | 1.6851 | 1.947 | 2.5837 | 1.4707 |
Largest Winning Trade | 38529 | 38529 | 18936 | 43579 | 43579 | 24325 |
Largest Losing Trade | -10957 | -10957 | -9510 | -16911 | -16360 | -16911 |
Avg Bars in Trades | 277 | 287 | 267 | 277 | 287 | 267 |
Avg Bars in Winners | 437 | 486 | 398 | 437 | 486 | 398 |
Avg Bars in Losers | 155 | 162 | 147 | 155 | 162 | 147 |
Bars Traded | 24423 | 12656 | 11767 | 24423 | 12656 | 11767 |
Profit Streak | 0 | 32.2609 | 0 | 0 | 32.2609 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317693 | 231620 | 233197 | 261520 | 243407 | 150427 |
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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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