Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70546.3437 | 43606.3347 | 26940.009 | 53400.9367 | 38696.5868 | 14704.3498 |
Total P&L (%) | 70.5463 | 43.6063 | 26.94 | 53.4009 | 38.6966 | 14.7044 |
Avg Daily Profit (%) | 0.5079 | 0.3139 | 0.1939 | 0.3085 | 0.2358 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69011 | -24740 | -56363 | -94007 | -28263 | -76136 |
Profit Factor | 1.3848 | 1.5556 | 1.2569 | 1.2355 | 1.4059 | 1.1119 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 68.5393 | 62.2222 | 75 | 68.5393 | 62.2222 | 75 |
Ratio Avg Win / Avg Loss | 0.6356 | 0.9445 | 0.419 | 0.5671 | 0.8536 | 0.3706 |
Largest Winning Trade | 16447 | 15620 | 16447 | 16185 | 16185 | 11829 |
Largest Losing Trade | -41643 | -15639 | -41643 | -55131 | -20578 | -55131 |
Avg Bars in Trades | 147 | 142 | 151 | 147 | 142 | 151 |
Avg Bars in Winners | 110 | 103 | 115 | 110 | 103 | 115 |
Avg Bars in Losers | 227 | 207 | 259 | 227 | 207 | 259 |
Bars Traded | 13100 | 6427 | 6674 | 13100 | 6427 | 6674 |
Profit Streak | 140.1329 | 140.1329 | 149.2996 | 140.1329 | 140.1329 | 149.2996 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423767 | 284140 | 189745 | 289758 | 211429 | -176623 |
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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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