Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103440.4197 | 59253.7959 | 44186.6237 | 80293.1307 | 56870.5765 | 23422.5542 |
Total P&L (%) | 103.4404 | 59.2538 | 44.1866 | 80.2931 | 56.8706 | 23.4226 |
Avg Daily Profit (%) | 0.1986 | 0.1138 | 0.0848 | 0.1132 | 0.0865 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39128 | -47260 | -46007 | -81510 | -80531 | -89900 |
Profit Factor | 1.3386 | 1.3927 | 1.2858 | 1.1571 | 1.2303 | 1.0887 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 56.383 | 55.3191 | 57.4468 | 56.383 | 55.3191 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.0355 | 1.1249 | 0.9525 | 0.8951 | 0.9937 | 0.8064 |
Largest Winning Trade | 23891 | 23891 | 23357 | 36312 | 36312 | 33743 |
Largest Losing Trade | -34204 | -18133 | -34204 | -51621 | -24104 | -51621 |
Avg Bars in Trades | 257 | 295 | 220 | 257 | 295 | 220 |
Avg Bars in Winners | 245 | 277 | 214 | 245 | 277 | 214 |
Avg Bars in Losers | 274 | 318 | 227 | 274 | 318 | 227 |
Bars Traded | 24238 | 13895 | 10343 | 24238 | 13895 | 10343 |
Profit Streak | 12.9451 | 24.6743 | 0 | 12.9451 | 24.6743 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325722 | -39515 | -82729 | -90063 | -78709 | -267678 |
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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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