Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84250.0405 | 49473.5765 | 34776.4639 | 75716.4254 | 57913.5946 | 17802.8308 |
Total P&L (%) | 84.25 | 49.4736 | 34.7765 | 75.7164 | 57.9136 | 17.8028 |
Avg Daily Profit (%) | 0.3235 | 0.19 | 0.1335 | 0.2167 | 0.1756 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30040 | -22953 | -39083 | -57249 | -31877 | -69676 |
Profit Factor | 1.4129 | 1.7632 | 1.2498 | 1.2348 | 1.5738 | 1.0804 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 45.8824 | 51.1628 | 40.4762 | 45.8824 | 51.1628 | 40.4762 |
Ratio Avg Win / Avg Loss | 1.6665 | 1.6831 | 1.8379 | 1.4564 | 1.5023 | 1.5888 |
Largest Winning Trade | 36976 | 25161 | 36976 | 38996 | 31993 | 38996 |
Largest Losing Trade | -12917 | -12917 | -12286 | -22003 | -19239 | -22003 |
Avg Bars in Trades | 289 | 96 | 487 | 289 | 96 | 487 |
Avg Bars in Winners | 370 | 101 | 720 | 370 | 101 | 720 |
Avg Bars in Losers | 220 | 90 | 328 | 220 | 90 | 328 |
Bars Traded | 24597 | 4133 | 20464 | 24597 | 4133 | 20464 |
Profit Streak | 0.5494 | 7.4452 | 0 | 0.5494 | 7.4452 | 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 | 158068 | 355269 | -21607 | 46021 | 354418 | -253329 |
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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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