Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97953.3605 | 23958.154 | 73995.2064 | 133405.8535 | 29556.8006 | 103849.0529 |
Total P&L (%) | 97.9534 | 23.9582 | 73.9952 | 133.4059 | 29.5568 | 103.8491 |
Avg Daily Profit (%) | 0.3761 | 0.092 | 0.2841 | 0.326 | 0.0995 | 0.2739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27167 | -17963 | -15788 | -43213 | -32414 | -22605 |
Profit Factor | 1.6758 | 1.2859 | 2.2103 | 1.5858 | 1.2309 | 2.0412 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 70.8333 | 66.6667 | 75 | 70.8333 | 66.6667 | 75 |
Ratio Avg Win / Avg Loss | 0.69 | 0.6429 | 0.7368 | 0.653 | 0.6155 | 0.6804 |
Largest Winning Trade | 12059 | 12059 | 10065 | 16699 | 16699 | 15389 |
Largest Losing Trade | -17930 | -17930 | -11965 | -21058 | -19089 | -21058 |
Avg Bars in Trades | 241 | 257 | 225 | 241 | 257 | 225 |
Avg Bars in Winners | 152 | 159 | 146 | 152 | 159 | 146 |
Avg Bars in Losers | 457 | 452 | 464 | 457 | 452 | 464 |
Bars Traded | 23174 | 12349 | 10825 | 23174 | 12349 | 10825 |
Profit Streak | 7.3958 | 7.3958 | 20.5937 | 7.3958 | 7.3958 | 20.5937 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450227 | -74527 | 459398 | 426409 | -63781 | 444486 |
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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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