Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69190.0496 | 44751.1994 | 24438.8503 | 69237.608 | 50928.2751 | 18309.3329 |
Total P&L (%) | 69.1901 | 44.7512 | 24.4389 | 69.2376 | 50.9283 | 18.3093 |
Avg Daily Profit (%) | 0.2657 | 0.1718 | 0.0938 | 0.2022 | 0.1582 | 0.0646 |
Buy And Hold Return (%) | 18.8804 | 18.8804 | 18.8804 | 18.8804 | 18.8804 | 18.8804 |
Max Trade Drawdown | -41203 | -33094 | -32272 | -43623 | -33546 | -33731 |
Profit Factor | 1.4106 | 1.6072 | 1.2578 | 1.388 | 1.6741 | 1.1779 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 72.8261 | 69.5652 | 76.087 | 72.8261 | 69.5652 | 76.087 |
Ratio Avg Win / Avg Loss | 0.5264 | 0.7031 | 0.3953 | 0.5179 | 0.7324 | 0.3702 |
Largest Winning Trade | 9152 | 9152 | 8870 | 13232 | 13232 | 8673 |
Largest Losing Trade | -25632 | -13024 | -25632 | -25853 | -12667 | -25853 |
Avg Bars in Trades | 263 | 274 | 252 | 263 | 274 | 252 |
Avg Bars in Winners | 139 | 136 | 142 | 139 | 136 | 142 |
Avg Bars in Losers | 597 | 592 | 602 | 597 | 592 | 602 |
Bars Traded | 24268 | 12648 | 11619 | 24268 | 12648 | 11619 |
Profit Streak | 30.1423 | 37.1944 | 30.1423 | 30.1423 | 37.1944 | 30.1423 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309121 | 218381 | -140076 | 284703 | 256291 | -295300 |
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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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