Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57708.091 | 30130.1894 | 27577.9017 | 56161.7429 | 31220.0867 | 24941.6562 |
Total P&L (%) | 57.7081 | 30.1302 | 27.5779 | 56.1617 | 31.2201 | 24.9417 |
Avg Daily Profit (%) | 0.6648 | 0.3471 | 0.3177 | 0.5148 | 0.3135 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39852 | -9620 | -40006 | -50200 | -11706 | -50393 |
Profit Factor | 1.5815 | 2.0459 | 1.3916 | 1.4431 | 1.869 | 1.2747 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 74.4444 | 71.1111 | 77.7778 | 74.4444 | 71.1111 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.5429 | 0.8312 | 0.3976 | 0.4954 | 0.7593 | 0.3642 |
Largest Winning Trade | 7064 | 5263 | 7064 | 8352 | 4445 | 8352 |
Largest Losing Trade | -36345 | -6344 | -36345 | -45629 | -7492 | -45629 |
Avg Bars in Trades | 258 | 160 | 356 | 258 | 160 | 356 |
Avg Bars in Winners | 172 | 96 | 242 | 172 | 96 | 242 |
Avg Bars in Losers | 506 | 316 | 753 | 506 | 316 | 753 |
Bars Traded | 23233 | 7205 | 16028 | 23233 | 7205 | 16028 |
Profit Streak | 1.4897 | 0 | 3.7952 | 1.4897 | 0 | 3.7952 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364639 | 278845 | 217675 | 284332 | 269701 | 163587 |
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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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