Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61744.9459 | 47330.1196 | 14414.8263 | 51696.139 | 52179.1942 | -483.0551 |
Total P&L (%) | 61.7449 | 47.3301 | 14.4148 | 51.6961 | 52.1792 | -0.4831 |
Avg Daily Profit (%) | 0.2371 | 0.1817 | 0.0554 | 0.1601 | 0.1614 | -0.0019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34458 | -43744 | -30025 | -37297 | -40499 | -28693 |
Profit Factor | 1.3142 | 1.5441 | 1.1316 | 1.2625 | 1.6368 | 0.9958 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 65.2632 | 63.8298 | 66.6667 | 65.2632 | 63.8298 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6995 | 0.875 | 0.5658 | 0.672 | 0.9275 | 0.4979 |
Largest Winning Trade | 14346 | 14346 | 11100 | 14974 | 14974 | 8607 |
Largest Losing Trade | -27244 | -14125 | -27244 | -28693 | -12992 | -28693 |
Avg Bars in Trades | 258 | 263 | 253 | 258 | 263 | 253 |
Avg Bars in Winners | 193 | 213 | 173 | 193 | 213 | 173 |
Avg Bars in Losers | 381 | 350 | 413 | 381 | 350 | 413 |
Bars Traded | 24544 | 12364 | 12180 | 24544 | 12364 | 12180 |
Profit Streak | 6.1198 | 34.6302 | 6.1198 | 6.1198 | 34.6302 | 6.1198 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294260 | 282539 | -223329 | 235102 | 304906 | -579228 |
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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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