Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86342.6872 | 64158.9192 | 22183.7681 | 56030.7535 | 30779.3936 | 25251.3598 |
Total P&L (%) | 86.3427 | 64.1589 | 22.1838 | 56.0308 | 30.7794 | 25.2514 |
Avg Daily Profit (%) | 0.9946 | 0.7391 | 0.2555 | 0.5138 | 0.3096 | 0.2597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32642 | -23655 | -24624 | -64384 | -34818 | -51332 |
Profit Factor | 1.5394 | 1.852 | 1.2617 | 1.2341 | 1.3137 | 1.1788 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 46.0674 | 33.3333 | 59.0909 | 46.0674 | 33.3333 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.8022 | 3.704 | 0.8735 | 1.4448 | 2.6273 | 0.8161 |
Largest Winning Trade | 90949 | 90949 | 18494 | 67893 | 67893 | 32881 |
Largest Losing Trade | -24624 | -9272 | -24624 | -51332 | -8037 | -51332 |
Avg Bars in Trades | 274 | 225 | 325 | 274 | 225 | 325 |
Avg Bars in Winners | 380 | 326 | 412 | 380 | 326 | 412 |
Avg Bars in Losers | 184 | 174 | 200 | 184 | 174 | 200 |
Bars Traded | 24463 | 10125 | 14338 | 24463 | 10125 | 14338 |
Profit Streak | 0 | 0 | 3.4527 | 0 | 0 | 3.4527 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444151 | 251697 | -588 | 209322 | -1567 | -22335 |
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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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