Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44846.3594 | 13040.6607 | 31805.6987 | 49727.7997 | 12815.4665 | 36912.3332 |
Total P&L (%) | 44.8464 | 13.0407 | 31.8057 | 49.7278 | 12.8155 | 36.9123 |
Avg Daily Profit (%) | 0.5166 | 0.1502 | 0.3664 | 0.4661 | 0.139 | 0.3626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15278 | -15722 | -10906 | -21477 | -21699 | -10786 |
Profit Factor | 1.5334 | 1.2657 | 1.9089 | 1.4889 | 1.2133 | 1.8869 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 60.6742 | 55.5556 | 65.9091 | 60.6742 | 55.5556 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.9939 | 1.0125 | 0.9874 | 0.965 | 0.9706 | 0.976 |
Largest Winning Trade | 6916 | 6611 | 6916 | 7748 | 7748 | 7390 |
Largest Losing Trade | -8948 | -8364 | -8948 | -11074 | -11074 | -9732 |
Avg Bars in Trades | 277 | 288 | 265 | 277 | 288 | 265 |
Avg Bars in Winners | 226 | 227 | 224 | 226 | 227 | 224 |
Avg Bars in Losers | 356 | 364 | 345 | 356 | 364 | 345 |
Bars Traded | 24672 | 12983 | 11689 | 24672 | 12983 | 11689 |
Profit Streak | 5.8978 | 10.3491 | 5.8978 | 5.8978 | 10.3491 | 5.8978 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351748 | -63651 | 313262 | 342031 | -87311 | 326903 |
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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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