Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104825.7324 | 10009.422 | 94816.3104 | 92156.3256 | -8121.8361 | 100278.1617 |
Total P&L (%) | 104.8257 | 10.0094 | 94.8163 | 92.1563 | -8.1218 | 100.2782 |
Avg Daily Profit (%) | 0.2013 | 0.0192 | 0.182 | 0.1255 | -0.0163 | 0.1334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53136 | -32056 | -34566 | -59811 | -46971 | -59811 |
Profit Factor | 1.3803 | 1.0688 | 1.7285 | 1.2449 | 0.958 | 1.5475 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 55.914 | 48.9362 | 63.0435 | 55.914 | 48.9362 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.0883 | 1.1153 | 1.0133 | 0.9815 | 0.9996 | 0.9072 |
Largest Winning Trade | 31950 | 17285 | 31950 | 34444 | 21456 | 34444 |
Largest Losing Trade | -31309 | -17330 | -31309 | -59811 | -34241 | -59811 |
Avg Bars in Trades | 264 | 300 | 227 | 264 | 300 | 227 |
Avg Bars in Winners | 191 | 240 | 153 | 191 | 240 | 153 |
Avg Bars in Losers | 356 | 358 | 354 | 356 | 358 | 354 |
Bars Traded | 24600 | 14122 | 10478 | 24600 | 14122 | 10478 |
Profit Streak | 0 | 0 | 20.0323 | 0 | 0 | 20.0323 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311490 | -478403 | 409816 | -26970 | -581679 | -13204 |
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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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