Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98699.718 | 37073.7612 | 61625.9567 | 92785.5105 | 24986.5289 | 67798.9815 |
Total P&L (%) | 98.6997 | 37.0738 | 61.626 | 92.7855 | 24.9865 | 67.799 |
Avg Daily Profit (%) | 0.379 | 0.1424 | 0.2366 | 0.2524 | 0.0857 | 0.199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42247 | -26591 | -48274 | -106841 | -65840 | -114775 |
Profit Factor | 1.504 | 1.3723 | 1.6403 | 1.2278 | 1.1222 | 1.3345 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 73.2558 | 67.4419 | 79.0698 | 73.2558 | 67.4419 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.5491 | 0.6625 | 0.4342 | 0.4483 | 0.5417 | 0.3532 |
Largest Winning Trade | 20623 | 15017 | 20623 | 34554 | 30351 | 34554 |
Largest Losing Trade | -40885 | -18718 | -40885 | -95017 | -45714 | -95017 |
Avg Bars in Trades | 283 | 311 | 255 | 283 | 311 | 255 |
Avg Bars in Winners | 177 | 174 | 180 | 177 | 174 | 180 |
Avg Bars in Losers | 572 | 595 | 536 | 572 | 595 | 536 |
Bars Traded | 24372 | 13398 | 10974 | 24372 | 13398 | 10974 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393894 | -5698 | 364604 | 294176 | -169036 | 306611 |
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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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