Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83848.8616 | 13955.1818 | 69893.6798 | 102606.8568 | 27976.384 | 74630.4728 |
Total P&L (%) | 83.8489 | 13.9552 | 69.8937 | 102.6069 | 27.9764 | 74.6305 |
Avg Daily Profit (%) | 0.322 | 0.0536 | 0.2684 | 0.2715 | 0.0948 | 0.2143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35393 | -34867 | -14125 | -33289 | -31422 | -19422 |
Profit Factor | 1.5699 | 1.1531 | 2.2486 | 1.5658 | 1.2738 | 1.9425 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 74.4681 | 70.2128 | 78.7234 | 74.4681 | 70.2128 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.5383 | 0.4892 | 0.6077 | 0.5368 | 0.5404 | 0.525 |
Largest Winning Trade | 8498 | 8130 | 8498 | 11941 | 9564 | 11941 |
Largest Losing Trade | -24138 | -24138 | -11535 | -21471 | -21471 | -18530 |
Avg Bars in Trades | 254 | 268 | 239 | 254 | 268 | 239 |
Avg Bars in Winners | 154 | 147 | 160 | 154 | 147 | 160 |
Avg Bars in Losers | 544 | 553 | 532 | 544 | 553 | 532 |
Bars Traded | 23877 | 12627 | 11250 | 23877 | 12627 | 11250 |
Profit Streak | 13.7004 | 31.0963 | 13.7004 | 13.7004 | 31.0963 | 13.7004 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436039 | -215067 | 457552 | 419607 | -68677 | 419902 |
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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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