Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65085.0304 | 38140.0856 | 26944.9448 | 52242.4035 | 41429.2041 | 10813.1994 |
Total P&L (%) | 65.085 | 38.1401 | 26.9449 | 52.2424 | 41.4292 | 10.8132 |
Avg Daily Profit (%) | 0.4685 | 0.2746 | 0.194 | 0.303 | 0.2498 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42416 | -22447 | -45707 | -49761 | -20741 | -56405 |
Profit Factor | 1.4198 | 1.6945 | 1.2691 | 1.3182 | 1.7942 | 1.0965 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 71.4286 | 66.6667 | 76.1905 | 71.4286 | 66.6667 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.5679 | 0.8472 | 0.3966 | 0.5273 | 0.8971 | 0.3427 |
Largest Winning Trade | 12070 | 8418 | 12070 | 10179 | 9062 | 10179 |
Largest Losing Trade | -35995 | -16422 | -35995 | -40581 | -15051 | -40581 |
Avg Bars in Trades | 152 | 154 | 150 | 152 | 154 | 150 |
Avg Bars in Winners | 106 | 118 | 95 | 106 | 118 | 95 |
Avg Bars in Losers | 269 | 228 | 327 | 269 | 228 | 327 |
Bars Traded | 12838 | 6504 | 6333 | 12838 | 6504 | 6333 |
Profit Streak | 134.9508 | 134.9508 | 137.5966 | 134.9508 | 134.9508 | 137.5966 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425349 | 293123 | 198717 | 321246 | 302967 | -347599 |
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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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