Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33559.5011 | 13231.7223 | 20327.7788 | 38369.6408 | 14703.7759 | 23665.8649 |
Total P&L (%) | 33.5595 | 13.2317 | 20.3278 | 38.3696 | 14.7038 | 23.6659 |
Avg Daily Profit (%) | 1.9332 | 0.7622 | 1.171 | 1.8883 | 0.7934 | 1.2311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -7914 | -8557 | -3991 | -10026 | -10834 | -4973 |
Profit Factor | 2.0244 | 1.6272 | 2.7431 | 1.9408 | 1.5667 | 2.595 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 78.5714 | 77.551 | 79.5918 | 78.5714 | 77.551 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.5521 | 0.471 | 0.7034 | 0.5293 | 0.4535 | 0.6654 |
Largest Winning Trade | 5081 | 5081 | 2279 | 6025 | 6025 | 3112 |
Largest Losing Trade | -7914 | -7914 | -3991 | -10026 | -10026 | -4973 |
Avg Bars in Trades | 251 | 255 | 247 | 251 | 255 | 247 |
Avg Bars in Winners | 148 | 129 | 166 | 148 | 129 | 166 |
Avg Bars in Losers | 630 | 688 | 566 | 630 | 688 | 566 |
Bars Traded | 24655 | 12508 | 12147 | 24655 | 12508 | 12147 |
Profit Streak | 2.8822 | 2.8822 | 3.0627 | 2.8822 | 2.8822 | 3.0627 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493299 | -51797 | 379803 | 501479 | -5990 | 451508 |
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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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