Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87909.2598 | 24227.0653 | 63682.1945 | 53319.301 | 24239.4972 | 29079.8037 |
Total P&L (%) | 87.9093 | 24.2271 | 63.6822 | 53.3193 | 24.2395 | 29.0798 |
Avg Daily Profit (%) | 0.1688 | 0.0465 | 0.1223 | 0.0821 | 0.0417 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105033 | -7156 | -100414 | -135930 | -7883 | -129541 |
Profit Factor | 1.4725 | 1.5533 | 1.4476 | 1.2312 | 1.4955 | 1.16 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 57.6087 | 54.3478 | 60.8696 | 57.6087 | 54.3478 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.0835 | 1.3048 | 0.9306 | 0.906 | 1.2562 | 0.7457 |
Largest Winning Trade | 23837 | 7906 | 23837 | 25422 | 11424 | 25422 |
Largest Losing Trade | -48897 | -4977 | -48897 | -60021 | -5539 | -60021 |
Avg Bars in Trades | 268 | 20 | 516 | 268 | 20 | 516 |
Avg Bars in Winners | 271 | 20 | 495 | 271 | 20 | 495 |
Avg Bars in Losers | 266 | 21 | 551 | 266 | 21 | 551 |
Bars Traded | 24739 | 961 | 23778 | 24739 | 961 | 23778 |
Profit Streak | 8.3107 | 0 | 8.9982 | 8.3107 | 0 | 8.9982 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353795 | -132599 | -28850 | -85138 | -139669 | -174767 |
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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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