Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226546.262 | 145686.982 | 80859.28 | 344630.6565 | 262261.671 | 82368.9854 |
Total P&L (%) | 226.5463 | 145.687 | 80.8593 | 344.6307 | 262.2617 | 82.369 |
Avg Daily Profit (%) | 2.6097 | 1.6782 | 0.9315 | 1.7336 | 1.4938 | 0.6946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19338 | -7908 | -17167 | -21647 | -9259 | -19174 |
Profit Factor | 3.7181 | 8.6856 | 2.2557 | 4.7065 | 13.2999 | 2.1495 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 55.7895 | 52.0833 | 59.5745 | 55.7895 | 52.0833 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.9464 | 7.9908 | 1.5307 | 3.7297 | 12.2359 | 1.4586 |
Largest Winning Trade | 146124 | 146124 | 70471 | 263978 | 263978 | 74680 |
Largest Losing Trade | -7566 | -2983 | -7566 | -8093 | -3426 | -8093 |
Avg Bars in Trades | 254 | 25 | 488 | 254 | 25 | 488 |
Avg Bars in Winners | 193 | 21 | 347 | 193 | 21 | 347 |
Avg Bars in Losers | 330 | 29 | 695 | 330 | 29 | 695 |
Bars Traded | 24171 | 1208 | 22963 | 24171 | 1208 | 22963 |
Profit Streak | 2.0297 | 2.0297 | 2.0887 | 2.0297 | 2.0297 | 2.0887 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671063 | 682573 | 523404 | 669781 | 676810 | 439470 |
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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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