Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54318.2053 | 34684.6209 | 19633.5845 | 39812.5204 | 25805.9026 | 14006.6178 |
Total P&L (%) | 54.3182 | 34.6846 | 19.6336 | 39.8125 | 25.8059 | 14.0066 |
Avg Daily Profit (%) | 0.391 | 0.2497 | 0.1413 | 0.2416 | 0.1654 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54949 | -32671 | -45233 | -56316 | -35136 | -38252 |
Profit Factor | 1.3038 | 1.4481 | 1.1937 | 1.243 | 1.3605 | 1.1519 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 68.0412 | 67.3469 | 68.75 | 68.0412 | 67.3469 | 68.75 |
Ratio Avg Win / Avg Loss | 0.6124 | 0.7021 | 0.5426 | 0.5839 | 0.6596 | 0.5236 |
Largest Winning Trade | 15017 | 15017 | 10179 | 13718 | 13718 | 7591 |
Largest Losing Trade | -27701 | -22746 | -27701 | -23429 | -23429 | -22436 |
Avg Bars in Trades | 135 | 133 | 137 | 135 | 133 | 137 |
Avg Bars in Winners | 108 | 123 | 93 | 108 | 123 | 93 |
Avg Bars in Losers | 193 | 156 | 233 | 193 | 156 | 233 |
Bars Traded | 13153 | 6565 | 6588 | 13153 | 6565 | 6588 |
Profit Streak | 141.3423 | 148.7173 | 141.3423 | 141.3423 | 148.7173 | 141.3423 |
Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338155 | 243806 | -18458 | 235821 | 170184 | -161008 |
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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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