Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119003.7764 | 63764.7868 | 55238.9896 | 124213.0259 | 76032.4034 | 48180.6225 |
Total P&L (%) | 119.0038 | 63.7648 | 55.239 | 124.213 | 76.0324 | 48.1806 |
Avg Daily Profit (%) | 0.2285 | 0.1224 | 0.1061 | 0.1551 | 0.1086 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36860 | -53114 | -35804 | -60120 | -84655 | -61153 |
Profit Factor | 1.465 | 1.3961 | 1.5819 | 1.296 | 1.2934 | 1.3001 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3429 | 1.2797 | 1.45 | 1.188 | 1.1857 | 1.1918 |
Largest Winning Trade | 23680 | 23680 | 17719 | 34366 | 34366 | 20172 |
Largest Losing Trade | -26036 | -26036 | -14162 | -40874 | -40874 | -25849 |
Avg Bars in Trades | 264 | 420 | 107 | 264 | 420 | 107 |
Avg Bars in Winners | 245 | 358 | 133 | 245 | 358 | 133 |
Avg Bars in Losers | 284 | 489 | 79 | 284 | 489 | 79 |
Bars Traded | 24308 | 19362 | 4946 | 24308 | 19362 | 4946 |
Profit Streak | 5.5125 | 6.4083 | 0 | 5.5125 | 6.4083 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346367 | -28834 | -50784 | 286623 | -47437 | -93716 |
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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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