Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102577.8387 | 22646.2467 | 79931.5919 | 105181.6285 | 15165.0747 | 90016.5538 |
Total P&L (%) | 102.5778 | 22.6462 | 79.9316 | 105.1816 | 15.1651 | 90.0166 |
Avg Daily Profit (%) | 0.3939 | 0.087 | 0.3069 | 0.2764 | 0.0542 | 0.2468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92418 | -36494 | -55923 | -195220 | -86796 | -108424 |
Profit Factor | 1.5435 | 1.3758 | 1.6221 | 1.2867 | 1.1206 | 1.3733 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 67.4157 | 65.9091 | 68.8889 | 67.4157 | 65.9091 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.746 | 0.7116 | 0.7326 | 0.6219 | 0.5796 | 0.6202 |
Largest Winning Trade | 23269 | 10380 | 23269 | 33489 | 22381 | 33489 |
Largest Losing Trade | -36166 | -13445 | -36166 | -61093 | -34220 | -61093 |
Avg Bars in Trades | 275 | 99 | 446 | 275 | 99 | 446 |
Avg Bars in Winners | 212 | 91 | 325 | 212 | 91 | 325 |
Avg Bars in Losers | 405 | 114 | 716 | 405 | 114 | 716 |
Bars Traded | 24496 | 4385 | 20111 | 24496 | 4385 | 20111 |
Profit Streak | 10.6745 | 38.2474 | 10.6745 | 10.6745 | 38.2474 | 10.6745 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419671 | -80871 | 381431 | 327018 | -217864 | 311514 |
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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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