Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93958.2334 | 45155.4545 | 48802.7789 | 99645.281 | 73651.1838 | 25994.0971 |
Total P&L (%) | 93.9582 | 45.1555 | 48.8028 | 99.6453 | 73.6512 | 25.9941 |
Avg Daily Profit (%) | 0.3608 | 0.1734 | 0.1874 | 0.2658 | 0.2121 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51058 | -18460 | -41197 | -100443 | -33790 | -86870 |
Profit Factor | 1.5203 | 1.6103 | 1.4579 | 1.2906 | 1.6104 | 1.117 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 71.5789 | 64.5833 | 78.7234 | 71.5789 | 64.5833 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.6037 | 0.8831 | 0.394 | 0.5125 | 0.8831 | 0.3019 |
Largest Winning Trade | 19651 | 12642 | 19651 | 32034 | 18607 | 32034 |
Largest Losing Trade | -30523 | -16594 | -30523 | -63677 | -25522 | -63677 |
Avg Bars in Trades | 254 | 256 | 251 | 254 | 256 | 251 |
Avg Bars in Winners | 187 | 194 | 180 | 187 | 194 | 180 |
Avg Bars in Losers | 423 | 370 | 514 | 423 | 370 | 514 |
Bars Traded | 24167 | 12334 | 11833 | 24167 | 12334 | 11833 |
Profit Streak | 5.4059 | 47.5934 | 0 | 5.4059 | 47.5934 | 0 |
Trades During Streak | 1 | 10 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410405 | 293898 | 283126 | 330659 | 369336 | -169015 |
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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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