Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64735.8771 | 20301.4749 | 44434.4023 | 80457.903 | 25110.1225 | 55347.7805 |
Total P&L (%) | 64.7359 | 20.3015 | 44.4344 | 80.4579 | 25.1101 | 55.3478 |
Avg Daily Profit (%) | 0.7457 | 0.2339 | 0.5119 | 0.6823 | 0.2584 | 0.5087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23694 | -12617 | -18096 | -29088 | -17943 | -22063 |
Profit Factor | 1.8207 | 1.5493 | 2.06 | 1.768 | 1.5 | 2.0146 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 59.7826 | 54.3478 | 65.2174 | 59.7826 | 54.3478 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.2248 | 1.3014 | 1.0987 | 1.1894 | 1.26 | 1.0745 |
Largest Winning Trade | 13917 | 8112 | 13917 | 20865 | 10618 | 20865 |
Largest Losing Trade | -13706 | -5075 | -13706 | -16411 | -7281 | -16411 |
Avg Bars in Trades | 263 | 285 | 241 | 263 | 285 | 241 |
Avg Bars in Winners | 226 | 252 | 204 | 226 | 252 | 204 |
Avg Bars in Losers | 319 | 325 | 311 | 319 | 325 | 311 |
Bars Traded | 24253 | 13139 | 11114 | 24253 | 13139 | 11114 |
Profit Streak | 4.8571 | 4.8571 | 7.7808 | 4.8571 | 4.8571 | 7.7808 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553827 | 92523 | 465230 | 543297 | 202352 | 491757 |
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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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