Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81109.791 | 26794.6672 | 54315.1239 | 93299.3738 | 34936.396 | 58362.9778 |
Total P&L (%) | 81.1098 | 26.7947 | 54.3151 | 93.2994 | 34.9364 | 58.363 |
Avg Daily Profit (%) | 0.3115 | 0.1029 | 0.2086 | 0.2534 | 0.1151 | 0.1767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41373 | -30183 | -30694 | -54359 | -33048 | -38112 |
Profit Factor | 1.5437 | 1.3335 | 1.7891 | 1.5237 | 1.3739 | 1.689 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 65.9091 | 61.3636 | 70.4545 | 65.9091 | 61.3636 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.7985 | 0.8396 | 0.7503 | 0.7881 | 0.865 | 0.7083 |
Largest Winning Trade | 19877 | 19877 | 14403 | 19758 | 19758 | 17162 |
Largest Losing Trade | -20542 | -20542 | -15100 | -21726 | -21726 | -20668 |
Avg Bars in Trades | 275 | 300 | 250 | 275 | 300 | 250 |
Avg Bars in Winners | 171 | 187 | 157 | 171 | 187 | 157 |
Avg Bars in Losers | 477 | 481 | 472 | 477 | 481 | 472 |
Bars Traded | 24256 | 13231 | 11025 | 24256 | 13231 | 11025 |
Profit Streak | 0 | 0 | 31.9791 | 0 | 0 | 31.9791 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347746 | -60257 | 366512 | 325487 | -42975 | 359465 |
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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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