Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83676.8922 | 29062.9224 | 54613.9698 | 92208.4966 | 39297.8654 | 52910.6312 |
Total P&L (%) | 83.6769 | 29.0629 | 54.614 | 92.2085 | 39.2979 | 52.9106 |
Avg Daily Profit (%) | 0.3213 | 0.1116 | 0.2097 | 0.2512 | 0.1274 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36566 | -41594 | -15094 | -60507 | -50884 | -22421 |
Profit Factor | 1.4919 | 1.2873 | 1.7921 | 1.3955 | 1.289 | 1.5446 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 48.8889 | 40 | 57.7778 | 48.8889 | 40 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.5597 | 1.9309 | 1.3096 | 1.459 | 1.9335 | 1.1288 |
Largest Winning Trade | 21636 | 21636 | 17638 | 34174 | 34174 | 18052 |
Largest Losing Trade | -10747 | -10747 | -8947 | -17350 | -17350 | -14037 |
Avg Bars in Trades | 265 | 263 | 266 | 265 | 263 | 266 |
Avg Bars in Winners | 370 | 409 | 343 | 370 | 409 | 343 |
Avg Bars in Losers | 164 | 166 | 161 | 164 | 166 | 161 |
Bars Traded | 23871 | 11875 | 11996 | 23871 | 11875 | 11996 |
Profit Streak | 12.1715 | 13.4215 | 12.1715 | 12.1715 | 13.4215 | 12.1715 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378842 | -50698 | 333568 | 296081 | -28772 | 289642 |
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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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