Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89344.0284 | 42831.4154 | 46512.613 | 71672.4084 | 41341.513 | 30330.8955 |
Total P&L (%) | 89.344 | 42.8314 | 46.5126 | 71.6724 | 41.3415 | 30.3309 |
Avg Daily Profit (%) | 0.3431 | 0.1645 | 0.1786 | 0.2077 | 0.133 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44101 | -27511 | -55072 | -93145 | -49092 | -121615 |
Profit Factor | 1.4337 | 1.4562 | 1.4149 | 1.1919 | 1.2598 | 1.1415 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 75.2688 | 69.5652 | 80.8511 | 75.2688 | 69.5652 | 80.8511 |
Ratio Avg Win / Avg Loss | 0.4711 | 0.6371 | 0.3351 | 0.3916 | 0.5512 | 0.2704 |
Largest Winning Trade | 13166 | 10157 | 13166 | 18772 | 15131 | 18772 |
Largest Losing Trade | -44101 | -18023 | -44101 | -93145 | -31564 | -93145 |
Avg Bars in Trades | 255 | 269 | 242 | 255 | 269 | 242 |
Avg Bars in Winners | 154 | 145 | 162 | 154 | 145 | 162 |
Avg Bars in Losers | 563 | 552 | 581 | 563 | 552 | 581 |
Bars Traded | 23803 | 12393 | 11410 | 23803 | 12393 | 11410 |
Profit Streak | 12.8253 | 23.8253 | 12.8253 | 12.8253 | 23.8253 | 12.8253 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416365 | 250748 | 294564 | 3454 | -17219 | -123442 |
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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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