Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172096.8615 | 64891.49 | 107205.3715 | 306410.1897 | 64288.8387 | 242121.351 |
Total P&L (%) | 172.0969 | 64.8915 | 107.2054 | 306.4102 | 64.2888 | 242.1214 |
Avg Daily Profit (%) | 0.2599 | 0.098 | 0.1619 | 0.212 | 0.075 | 0.186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32764 | -44328 | -30487 | -108977 | -153138 | -52059 |
Profit Factor | 1.8271 | 1.6584 | 1.9789 | 1.6855 | 1.2633 | 2.1937 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 49.4118 | 45.2381 | 53.4884 | 49.4118 | 45.2381 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.8706 | 2.0075 | 1.7208 | 1.7257 | 1.5293 | 1.9076 |
Largest Winning Trade | 30024 | 21523 | 30024 | 70910 | 45382 | 70910 |
Largest Losing Trade | -15598 | -10205 | -15598 | -37090 | -37090 | -28337 |
Avg Bars in Trades | 183 | 183 | 183 | 183 | 183 | 183 |
Avg Bars in Winners | 264 | 270 | 260 | 264 | 270 | 260 |
Avg Bars in Losers | 104 | 111 | 95 | 104 | 111 | 95 |
Bars Traded | 15609 | 7707 | 7902 | 15609 | 7707 | 7902 |
Profit Streak | 411.1368 | 414.4284 | 411.1368 | 411.1368 | 414.4284 | 411.1368 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447854 | -60666 | 432835 | 423275 | -93543 | 455155 |
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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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