Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166039.3365 | 105181.9456 | 60857.3908 | 232655.0048 | 166190.9263 | 66464.0785 |
Total P&L (%) | 166.0393 | 105.1819 | 60.8574 | 232.655 | 166.1909 | 66.4641 |
Avg Daily Profit (%) | 0.6235 | 0.395 | 0.2285 | 0.4524 | 0.3683 | 0.1915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45703 | -21438 | -43735 | -118971 | -68476 | -118695 |
Profit Factor | 1.7831 | 1.946 | 1.6034 | 1.5573 | 1.7469 | 1.3409 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 45.5556 | 37.7778 | 53.3333 | 45.5556 | 37.7778 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.131 | 3.2052 | 1.403 | 1.8612 | 2.8773 | 1.1733 |
Largest Winning Trade | 63797 | 63797 | 21622 | 121444 | 121444 | 58544 |
Largest Losing Trade | -15084 | -15084 | -11793 | -40094 | -40094 | -22923 |
Avg Bars in Trades | 138 | 148 | 129 | 138 | 148 | 129 |
Avg Bars in Winners | 193 | 234 | 164 | 193 | 234 | 164 |
Avg Bars in Losers | 93 | 96 | 90 | 93 | 96 | 90 |
Bars Traded | 12509 | 6671 | 5837 | 12509 | 6671 | 5837 |
Profit Streak | 272.4929 | 0 | 302.9304 | 272.4929 | 0 | 302.9304 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444456 | 249105 | 348064 | 369694 | 227073 | 292905 |
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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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