Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71099.9606 | 49024.3219 | 22075.6387 | 70082.9381 | 51277.9947 | 18804.9434 |
Total P&L (%) | 71.1 | 49.0243 | 22.0756 | 70.0829 | 51.278 | 18.8049 |
Avg Daily Profit (%) | 0.273 | 0.1883 | 0.0848 | 0.2042 | 0.1591 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39874 | -31040 | -32958 | -63349 | -49312 | -53077 |
Profit Factor | 1.4161 | 1.7276 | 1.2133 | 1.285 | 1.5147 | 1.1286 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 65.6566 | 65.3061 | 66 | 65.6566 | 65.3061 | 66 |
Ratio Avg Win / Avg Loss | 0.7407 | 0.9178 | 0.625 | 0.6722 | 0.8047 | 0.5814 |
Largest Winning Trade | 15645 | 15645 | 11653 | 18715 | 18715 | 14525 |
Largest Losing Trade | -18296 | -15889 | -18296 | -27817 | -23527 | -27817 |
Avg Bars in Trades | 245 | 243 | 246 | 245 | 243 | 246 |
Avg Bars in Winners | 214 | 218 | 211 | 214 | 218 | 211 |
Avg Bars in Losers | 302 | 290 | 315 | 302 | 290 | 315 |
Bars Traded | 24255 | 11916 | 12339 | 24255 | 11916 | 12339 |
Profit Streak | 18.6309 | 33.8392 | 18.6309 | 18.6309 | 33.8392 | 18.6309 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365722 | 317419 | -265302 | 315702 | 286992 | -370889 |
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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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