Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341060.3929 | 215091.592 | 125968.801 | 836305.0845 | 429687.1503 | 406617.9342 |
Total P&L (%) | 341.0604 | 215.0916 | 125.9688 | 836.3051 | 429.6872 | 406.6179 |
Avg Daily Profit (%) | 0.2763 | 0.1743 | 0.1021 | 0.1814 | 0.1352 | 0.1316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87539 | -60387 | -35999 | -166288 | -190745 | -81652 |
Profit Factor | 1.8714 | 1.8705 | 1.8729 | 2.1363 | 1.835 | 2.8363 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 65.2632 | 61.7021 | 68.75 | 65.2632 | 61.7021 | 68.75 |
Ratio Avg Win / Avg Loss | 0.996 | 1.161 | 0.8513 | 1.1371 | 1.139 | 1.2892 |
Largest Winning Trade | 48905 | 48905 | 19563 | 268457 | 268457 | 118911 |
Largest Losing Trade | -40191 | -40191 | -30483 | -166288 | -166288 | -81652 |
Avg Bars in Trades | 142 | 251 | 35 | 142 | 251 | 35 |
Avg Bars in Winners | 85 | 139 | 37 | 85 | 139 | 37 |
Avg Bars in Losers | 250 | 433 | 30 | 250 | 433 | 30 |
Bars Traded | 13543 | 11837 | 1706 | 13543 | 11837 | 1706 |
Profit Streak | 71.095 | 81.345 | 71.095 | 71.095 | 81.345 | 71.095 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467467 | 462648 | -52460 | 531659 | -7208 | -9616 |
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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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