Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52486.8142 | 22852.068 | 29634.7462 | 58819.7949 | 24134.6011 | 34685.1938 |
Total P&L (%) | 52.4868 | 22.8521 | 29.6347 | 58.8198 | 24.1346 | 34.6852 |
Avg Daily Profit (%) | 0.6046 | 0.2632 | 0.3414 | 0.5343 | 0.2494 | 0.3436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22392 | -21175 | -8934 | -21249 | -19300 | -13937 |
Profit Factor | 1.5191 | 1.3714 | 1.7486 | 1.4745 | 1.3232 | 1.7037 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 47.7778 | 48.8889 | 46.6667 | 47.7778 | 48.8889 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.6604 | 1.4337 | 1.9984 | 1.6116 | 1.3833 | 1.9471 |
Largest Winning Trade | 14135 | 14135 | 10167 | 16341 | 16341 | 14222 |
Largest Losing Trade | -5984 | -5984 | -4366 | -7329 | -7329 | -5471 |
Avg Bars in Trades | 269 | 406 | 132 | 269 | 406 | 132 |
Avg Bars in Winners | 358 | 510 | 197 | 358 | 510 | 197 |
Avg Bars in Losers | 187 | 306 | 74 | 187 | 306 | 74 |
Bars Traded | 24219 | 18280 | 5940 | 24219 | 18280 | 5940 |
Profit Streak | 3.3677 | 3.6906 | 3.3677 | 3.3677 | 3.6906 | 3.3677 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358361 | 47991 | 190785 | 342116 | 63885 | 194517 |
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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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