Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133787.3748 | 66279.8725 | 67507.5023 | 151737.5175 | 129756.3775 | 21981.14 |
Total P&L (%) | 133.7874 | 66.2799 | 67.5075 | 151.7375 | 129.7564 | 21.9811 |
Avg Daily Profit (%) | 0.5137 | 0.2545 | 0.2592 | 0.3551 | 0.3199 | 0.0763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53868 | -13117 | -47221 | -213610 | -36199 | -196949 |
Profit Factor | 1.9782 | 2.8067 | 1.6745 | 1.3572 | 2.4561 | 1.0655 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 57.6471 | 51.1628 | 64.2857 | 57.6471 | 51.1628 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.4534 | 2.6791 | 0.9303 | 0.9972 | 2.3444 | 0.5919 |
Largest Winning Trade | 70398 | 70398 | 17687 | 147718 | 147718 | 54938 |
Largest Losing Trade | -41601 | -6365 | -41601 | -182787 | -12760 | -182787 |
Avg Bars in Trades | 287 | 47 | 533 | 287 | 47 | 533 |
Avg Bars in Winners | 302 | 76 | 486 | 302 | 76 | 486 |
Avg Bars in Losers | 267 | 16 | 617 | 267 | 16 | 617 |
Bars Traded | 24419 | 2030 | 22389 | 24419 | 2030 | 22389 |
Profit Streak | 5.6425 | 5.6425 | 6.1425 | 5.6425 | 5.6425 | 6.1425 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502093 | 457407 | 343812 | 313613 | 462110 | -245562 |
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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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