Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110888.2532 | 44923.991 | 65964.2622 | 93995.8003 | 19998.9376 | 73996.8627 |
Total P&L (%) | 110.8883 | 44.924 | 65.9643 | 93.9958 | 19.9989 | 73.9969 |
Avg Daily Profit (%) | 0.2129 | 0.0863 | 0.1267 | 0.1273 | 0.035 | 0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49752 | -66676 | -26275 | -78929 | -103481 | -39041 |
Profit Factor | 1.4104 | 1.2236 | 1.9515 | 1.2622 | 1.0752 | 1.7983 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 63.6364 | 56.8182 | 70.4545 | 63.6364 | 56.8182 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.8059 | 0.9299 | 0.8184 | 0.7212 | 0.8172 | 0.7541 |
Largest Winning Trade | 24936 | 24936 | 10883 | 28431 | 28431 | 15044 |
Largest Losing Trade | -30376 | -30376 | -21432 | -51407 | -51407 | -29455 |
Avg Bars in Trades | 279 | 463 | 95 | 279 | 463 | 95 |
Avg Bars in Winners | 196 | 327 | 90 | 196 | 327 | 90 |
Avg Bars in Losers | 424 | 642 | 107 | 424 | 642 | 107 |
Bars Traded | 24591 | 20396 | 4195 | 24591 | 20396 | 4195 |
Profit Streak | 0 | 30.7222 | 0 | 0 | 30.7222 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307245 | -80259 | -21135 | -23156 | -291085 | -48165 |
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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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