Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91514.2688 | 34292.184 | 57222.0849 | 100477.9761 | 49279.8422 | 51198.1339 |
Total P&L (%) | 91.5143 | 34.2922 | 57.2221 | 100.478 | 49.2798 | 51.1981 |
Avg Daily Profit (%) | 0.3514 | 0.1317 | 0.2197 | 0.2674 | 0.154 | 0.1589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38603 | -13396 | -37352 | -73991 | -28000 | -70660 |
Profit Factor | 1.5217 | 1.6078 | 1.4809 | 1.3311 | 1.519 | 1.2455 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 45.6522 | 41.3043 | 50 | 45.6522 | 41.3043 | 50 |
Ratio Avg Win / Avg Loss | 1.8116 | 2.2848 | 1.4809 | 1.5846 | 2.1586 | 1.2455 |
Largest Winning Trade | 32058 | 27838 | 32058 | 43511 | 38423 | 43511 |
Largest Losing Trade | -12441 | -4145 | -12441 | -21502 | -7956 | -21502 |
Avg Bars in Trades | 264 | 110 | 419 | 264 | 110 | 419 |
Avg Bars in Winners | 439 | 159 | 670 | 439 | 159 | 670 |
Avg Bars in Losers | 118 | 76 | 167 | 118 | 76 | 167 |
Bars Traded | 24377 | 5101 | 19276 | 24377 | 5101 | 19276 |
Profit Streak | 8.6679 | 9.1575 | 0 | 8.6679 | 9.1575 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334592 | -20677 | 244986 | 266810 | 155789 | 160017 |
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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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