Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85712.596 | 28501.5155 | 57211.0805 | 90983.1633 | 42745.2332 | 48237.9301 |
Total P&L (%) | 85.7126 | 28.5015 | 57.2111 | 90.9832 | 42.7452 | 48.2379 |
Avg Daily Profit (%) | 0.3291 | 0.1094 | 0.2197 | 0.2488 | 0.1368 | 0.1513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44525 | -23297 | -37386 | -101527 | -36277 | -88512 |
Profit Factor | 1.5136 | 1.3688 | 1.6384 | 1.2861 | 1.328 | 1.257 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 70.1031 | 69.3878 | 70.8333 | 70.1031 | 69.3878 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.6455 | 0.6039 | 0.6746 | 0.5485 | 0.5859 | 0.5176 |
Largest Winning Trade | 11643 | 11566 | 11643 | 22189 | 22189 | 17812 |
Largest Losing Trade | -29540 | -23297 | -29540 | -75399 | -36277 | -75399 |
Avg Bars in Trades | 232 | 162 | 303 | 232 | 162 | 303 |
Avg Bars in Winners | 150 | 100 | 200 | 150 | 100 | 200 |
Avg Bars in Losers | 425 | 304 | 555 | 425 | 304 | 555 |
Bars Traded | 22566 | 7981 | 14585 | 22566 | 7981 | 14585 |
Profit Streak | 27.6707 | 27.6707 | 32.379 | 27.6707 | 27.6707 | 32.379 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423707 | -48608 | 365646 | 348933 | -11178 | 243527 |
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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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