Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92617.8042 | 36674.4827 | 55943.3215 | 78206.8121 | 32927.2816 | 45279.5305 |
Total P&L (%) | 92.6178 | 36.6745 | 55.9433 | 78.2068 | 32.9273 | 45.2795 |
Avg Daily Profit (%) | 0.3556 | 0.1408 | 0.2148 | 0.2221 | 0.1094 | 0.1435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42322 | -27378 | -54847 | -101890 | -53179 | -139072 |
Profit Factor | 1.4456 | 1.361 | 1.5264 | 1.1816 | 1.1703 | 1.1908 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 74.7368 | 70.8333 | 78.7234 | 74.7368 | 70.8333 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.4886 | 0.5604 | 0.4125 | 0.3994 | 0.4819 | 0.3218 |
Largest Winning Trade | 13574 | 12613 | 13574 | 20925 | 14719 | 20925 |
Largest Losing Trade | -42322 | -17991 | -42322 | -101890 | -34231 | -101890 |
Avg Bars in Trades | 256 | 278 | 233 | 256 | 278 | 233 |
Avg Bars in Winners | 151 | 150 | 153 | 151 | 150 | 153 |
Avg Bars in Losers | 564 | 589 | 529 | 564 | 589 | 529 |
Bars Traded | 24333 | 13361 | 10972 | 24333 | 13361 | 10972 |
Profit Streak | 0 | 0 | 15.5346 | 0 | 0 | 15.5346 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381608 | -7369 | 345678 | -12299 | -83347 | -12518 |
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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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