Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120734.1648 | 55685.6506 | 65048.5142 | 130284.7671 | 60446.6704 | 69838.0967 |
Total P&L (%) | 120.7342 | 55.6857 | 65.0485 | 130.2848 | 60.4467 | 69.8381 |
Avg Daily Profit (%) | 0.2318 | 0.1069 | 0.1249 | 0.1603 | 0.0908 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39829 | -37584 | -45942 | -87116 | -78533 | -89167 |
Profit Factor | 1.504 | 1.4845 | 1.5219 | 1.2787 | 1.2781 | 1.2792 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 55.4348 | 54.3478 | 56.5217 | 55.4348 | 54.3478 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2091 | 1.247 | 1.1707 | 1.028 | 1.0736 | 0.984 |
Largest Winning Trade | 17026 | 17026 | 14214 | 33444 | 19743 | 33444 |
Largest Losing Trade | -39829 | -17068 | -39829 | -80746 | -24246 | -80746 |
Avg Bars in Trades | 262 | 297 | 227 | 262 | 297 | 227 |
Avg Bars in Winners | 219 | 242 | 197 | 219 | 242 | 197 |
Avg Bars in Losers | 315 | 362 | 266 | 315 | 362 | 266 |
Bars Traded | 24164 | 13681 | 10483 | 24164 | 13681 | 10483 |
Profit Streak | 14.7077 | 24.6869 | 0 | 14.7077 | 24.6869 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366965 | -48898 | -24820 | 295398 | -71307 | -58510 |
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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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