Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92242.7256 | 20735.7895 | 71506.9361 | 109792.6194 | 27583.6594 | 82208.9601 |
Total P&L (%) | 92.2427 | 20.7358 | 71.5069 | 109.7926 | 27.5837 | 82.209 |
Avg Daily Profit (%) | 0.3542 | 0.0796 | 0.2746 | 0.2849 | 0.0936 | 0.2307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39360 | -8421 | -35466 | -117598 | -17274 | -108173 |
Profit Factor | 1.7683 | 1.6835 | 1.797 | 1.3681 | 1.4109 | 1.3557 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 64.8352 | 54.3478 | 75.5556 | 64.8352 | 54.3478 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.9591 | 1.4142 | 0.5814 | 0.742 | 1.1851 | 0.4386 |
Largest Winning Trade | 21293 | 12640 | 21293 | 34648 | 13344 | 34648 |
Largest Losing Trade | -28013 | -5282 | -28013 | -85460 | -13524 | -85460 |
Avg Bars in Trades | 259 | 25 | 499 | 259 | 25 | 499 |
Avg Bars in Winners | 192 | 19 | 319 | 192 | 19 | 319 |
Avg Bars in Losers | 384 | 32 | 1056 | 384 | 32 | 1056 |
Bars Traded | 23646 | 1177 | 22469 | 23646 | 1177 | 22469 |
Profit Streak | 3.6511 | 3.6511 | 31.2553 | 3.6511 | 3.6511 | 31.2553 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377185 | -91984 | 443921 | 293167 | -71612 | 362982 |
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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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