Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53745.5877 | 31170.8117 | 22574.776 | 50170.3757 | 17695.9103 | 32474.4655 |
Total P&L (%) | 53.7456 | 31.1708 | 22.5748 | 50.1704 | 17.6959 | 32.4745 |
Avg Daily Profit (%) | 0.6191 | 0.3591 | 0.26 | 0.4695 | 0.1879 | 0.3245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33270 | -19735 | -36059 | -38479 | -34255 | -40589 |
Profit Factor | 1.4496 | 1.4268 | 1.4852 | 1.3059 | 1.1644 | 1.5763 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 69.4118 | 66.6667 | 72.093 | 69.4118 | 66.6667 | 72.093 |
Ratio Avg Win / Avg Loss | 0.6388 | 0.7134 | 0.5749 | 0.5755 | 0.5822 | 0.6102 |
Largest Winning Trade | 19432 | 19432 | 13230 | 17566 | 16519 | 17566 |
Largest Losing Trade | -21728 | -12033 | -21728 | -23599 | -20406 | -23599 |
Avg Bars in Trades | 285 | 480 | 95 | 285 | 480 | 95 |
Avg Bars in Winners | 214 | 357 | 85 | 214 | 357 | 85 |
Avg Bars in Losers | 446 | 726 | 119 | 446 | 726 | 119 |
Bars Traded | 24271 | 20186 | 4085 | 24271 | 20186 | 4085 |
Profit Streak | 0 | 3.3966 | 0 | 0 | 3.3966 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378915 | 167306 | 125250 | 292691 | -42791 | 247230 |
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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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