Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86514.8367 | 50055.1166 | 36459.72 | 88417.4753 | 62829.2915 | 25588.1838 |
Total P&L (%) | 86.5148 | 50.0551 | 36.4597 | 88.4175 | 62.8293 | 25.5882 |
Avg Daily Profit (%) | 0.3322 | 0.1922 | 0.14 | 0.2436 | 0.1874 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31635 | -23664 | -47655 | -61273 | -44802 | -92286 |
Profit Factor | 1.4319 | 1.5444 | 1.3365 | 1.2523 | 1.4004 | 1.1322 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 68.5393 | 61.3636 | 75.5556 | 68.5393 | 61.3636 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.6573 | 0.9724 | 0.4324 | 0.5748 | 0.8817 | 0.3663 |
Largest Winning Trade | 22083 | 22083 | 9685 | 34354 | 34354 | 13736 |
Largest Losing Trade | -21583 | -16878 | -21583 | -37890 | -28787 | -37890 |
Avg Bars in Trades | 270 | 269 | 270 | 270 | 269 | 270 |
Avg Bars in Winners | 179 | 163 | 191 | 179 | 163 | 191 |
Avg Bars in Losers | 467 | 437 | 514 | 467 | 437 | 514 |
Bars Traded | 24045 | 11861 | 12183 | 24045 | 11861 | 12183 |
Profit Streak | 5.2006 | 15.1485 | 5.2006 | 5.2006 | 15.1485 | 5.2006 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384443 | 264369 | -7335 | 317641 | 261869 | -153718 |
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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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