Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161743.1446 | 65840.3404 | 95902.8043 | 153407.7477 | 15470.8416 | 137936.9061 |
Total P&L (%) | 161.7431 | 65.8403 | 95.9028 | 153.4077 | 15.4708 | 137.9369 |
Avg Daily Profit (%) | 0.1742 | 0.0709 | 0.1033 | 0.1002 | 0.0155 | 0.0934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47947 | -58593 | -42837 | -131619 | -161875 | -132100 |
Profit Factor | 1.4937 | 1.3745 | 1.6318 | 1.2062 | 1.0382 | 1.407 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 47.7273 | 38.6364 | 56.8182 | 47.7273 | 38.6364 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.636 | 2.183 | 1.2401 | 1.3211 | 1.6489 | 1.0693 |
Largest Winning Trade | 53585 | 53585 | 38398 | 107407 | 107407 | 71044 |
Largest Losing Trade | -20732 | -14122 | -20732 | -52138 | -35951 | -52138 |
Avg Bars in Trades | 41 | 35 | 46 | 41 | 35 | 46 |
Avg Bars in Winners | 64 | 60 | 66 | 64 | 60 | 66 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 3613 | 1565 | 2048 | 3613 | 1565 | 2048 |
Profit Streak | 20.5559 | 0 | 45.0559 | 20.5559 | 0 | 45.0559 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348633 | -101220 | -51143 | -59764 | -363796 | -65569 |
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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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