Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71842.7851 | 45114.1708 | 26728.6142 | 57412.5208 | 43241.0766 | 14171.4441 |
Total P&L (%) | 71.8428 | 45.1142 | 26.7286 | 57.4125 | 43.2411 | 14.1714 |
Avg Daily Profit (%) | 0.5172 | 0.3248 | 0.1924 | 0.3271 | 0.259 | 0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62965 | -26583 | -52322 | -58311 | -21355 | -47838 |
Profit Factor | 1.3932 | 1.6126 | 1.2451 | 1.3274 | 1.6427 | 1.1311 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 72.3404 | 68.0851 | 76.5957 | 72.3404 | 68.0851 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.5327 | 0.7559 | 0.3804 | 0.5075 | 0.77 | 0.3456 |
Largest Winning Trade | 15721 | 15721 | 13708 | 14801 | 14801 | 11104 |
Largest Losing Trade | -35980 | -14235 | -35980 | -31092 | -12284 | -31092 |
Avg Bars in Trades | 138 | 132 | 144 | 138 | 132 | 144 |
Avg Bars in Winners | 103 | 95 | 111 | 103 | 95 | 111 |
Avg Bars in Losers | 230 | 212 | 255 | 230 | 212 | 255 |
Bars Traded | 13035 | 6231 | 6803 | 13035 | 6231 | 6803 |
Profit Streak | 132.2349 | 132.2349 | 138.9537 | 132.2349 | 132.2349 | 138.9537 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449202 | 332025 | 195494 | 346034 | 307898 | -176304 |
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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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