Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92034.7177 | 64421.4827 | 27613.235 | 70563.495 | 48021.0524 | 22542.4426 |
Total P&L (%) | 92.0347 | 64.4215 | 27.6132 | 70.5635 | 48.0211 | 22.5424 |
Avg Daily Profit (%) | 0.1767 | 0.1237 | 0.053 | 0.1026 | 0.0753 | 0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45978 | -32781 | -47034 | -94061 | -33517 | -93698 |
Profit Factor | 1.3401 | 1.5429 | 1.1817 | 1.1838 | 1.2874 | 1.104 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 53.8462 | 54.3478 | 53.3333 | 53.8462 | 54.3478 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.1487 | 1.296 | 1.034 | 1.0147 | 1.0814 | 0.966 |
Largest Winning Trade | 34659 | 34659 | 26358 | 38852 | 25971 | 38852 |
Largest Losing Trade | -20284 | -20284 | -17421 | -28212 | -22714 | -28212 |
Avg Bars in Trades | 269 | 262 | 276 | 269 | 262 | 276 |
Avg Bars in Winners | 215 | 227 | 202 | 215 | 227 | 202 |
Avg Bars in Losers | 332 | 304 | 360 | 332 | 304 | 360 |
Bars Traded | 24510 | 12078 | 12432 | 24510 | 12078 | 12432 |
Profit Streak | 6.1201 | 38.6617 | 0 | 6.1201 | 38.6617 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310292 | -25114 | -146114 | -73526 | -92296 | -253840 |
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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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