Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98729.889 | 36620.3239 | 62109.5651 | 121159.5909 | 46181.7032 | 74977.8877 |
Total P&L (%) | 98.7299 | 36.6203 | 62.1096 | 121.1596 | 46.1817 | 74.9779 |
Avg Daily Profit (%) | 0.3791 | 0.1406 | 0.2385 | 0.3052 | 0.1459 | 0.2151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58958 | -31783 | -49931 | -75149 | -47964 | -59795 |
Profit Factor | 1.5584 | 1.3964 | 1.7357 | 1.5289 | 1.381 | 1.695 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 65.1163 | 62.7907 | 67.4419 | 65.1163 | 62.7907 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.8349 | 0.8275 | 0.8379 | 0.819 | 0.8184 | 0.8183 |
Largest Winning Trade | 17033 | 17033 | 14257 | 17169 | 16860 | 17169 |
Largest Losing Trade | -18960 | -18248 | -18960 | -26160 | -26160 | -22012 |
Avg Bars in Trades | 277 | 289 | 265 | 277 | 289 | 265 |
Avg Bars in Winners | 231 | 230 | 232 | 231 | 230 | 232 |
Avg Bars in Losers | 364 | 390 | 335 | 364 | 390 | 335 |
Bars Traded | 23895 | 12469 | 11427 | 23895 | 12469 | 11427 |
Profit Streak | 19.1345 | 19.3116 | 19.1345 | 19.1345 | 19.3116 | 19.1345 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426859 | -6996 | 371693 | 397634 | 28874 | 380596 |
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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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