Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99915.5263 | 41988.2484 | 57927.278 | 121139.0528 | 63100.3918 | 58038.661 |
Total P&L (%) | 99.9155 | 41.9882 | 57.9273 | 121.1391 | 63.1004 | 58.0387 |
Avg Daily Profit (%) | 0.3837 | 0.1612 | 0.2224 | 0.3052 | 0.188 | 0.1759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50155 | -30022 | -36069 | -88400 | -47492 | -84719 |
Profit Factor | 1.6117 | 1.5719 | 1.6442 | 1.4459 | 1.5688 | 1.3611 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 52.6882 | 53.1915 | 52.1739 | 52.6882 | 53.1915 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.4473 | 1.3833 | 1.5072 | 1.2983 | 1.3806 | 1.2476 |
Largest Winning Trade | 31434 | 13488 | 31434 | 32244 | 21085 | 32244 |
Largest Losing Trade | -22136 | -10802 | -22136 | -56680 | -15698 | -56680 |
Avg Bars in Trades | 262 | 277 | 247 | 262 | 277 | 247 |
Avg Bars in Winners | 256 | 293 | 218 | 256 | 293 | 218 |
Avg Bars in Losers | 269 | 259 | 279 | 269 | 259 | 279 |
Bars Traded | 24442 | 13045 | 11397 | 24442 | 13045 | 11397 |
Profit Streak | 10.2528 | 11.4611 | 10.2528 | 10.2528 | 11.4611 | 10.2528 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427341 | 258452 | 350606 | 368480 | 323098 | 240910 |
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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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