Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217350.725 | 92214.7524 | 125135.9726 | 274189.2709 | 67783.3563 | 206405.9146 |
Total P&L (%) | 217.3507 | 92.2148 | 125.136 | 274.1893 | 67.7834 | 206.4059 |
Avg Daily Profit (%) | 0.2339 | 0.0992 | 0.1347 | 0.1421 | 0.0557 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68668 | -73749 | -67817 | -188438 | -206328 | -135474 |
Profit Factor | 1.5467 | 1.469 | 1.6227 | 1.3139 | 1.1528 | 1.48 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 58.3333 | 54.1667 | 62.5 | 58.3333 | 54.1667 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1048 | 1.243 | 0.9736 | 0.9385 | 0.9755 | 0.888 |
Largest Winning Trade | 38159 | 38159 | 24054 | 80374 | 80374 | 67861 |
Largest Losing Trade | -37605 | -26103 | -37605 | -102011 | -90066 | -102011 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 5346 | 2678 | 2668 | 5346 | 2678 | 2668 |
Profit Streak | 48.774 | 113.774 | 48.774 | 48.774 | 113.774 | 48.774 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445976 | -57273 | -10246 | -1926 | -170681 | -29814 |
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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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