Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90007.6984 | 49987.3922 | 40020.3062 | 106284.6928 | 65128.3223 | 41156.3706 |
Total P&L (%) | 90.0077 | 49.9874 | 40.0203 | 106.2847 | 65.1283 | 41.1564 |
Avg Daily Profit (%) | 1.0368 | 0.5758 | 0.461 | 0.8376 | 0.5794 | 0.3979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40988 | -17882 | -45642 | -79339 | -39594 | -84906 |
Profit Factor | 1.7691 | 1.9129 | 1.6427 | 1.4952 | 1.6593 | 1.3553 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 76.2887 | 73.4694 | 79.1667 | 76.2887 | 73.4694 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.5499 | 0.6908 | 0.4323 | 0.4647 | 0.5992 | 0.3567 |
Largest Winning Trade | 14360 | 14360 | 9524 | 22821 | 22821 | 17992 |
Largest Losing Trade | -37007 | -12301 | -37007 | -72907 | -27016 | -72907 |
Avg Bars in Trades | 253 | 276 | 230 | 253 | 276 | 230 |
Avg Bars in Winners | 156 | 158 | 155 | 156 | 158 | 155 |
Avg Bars in Losers | 565 | 605 | 515 | 565 | 605 | 515 |
Bars Traded | 24633 | 13562 | 11071 | 24633 | 13562 | 11071 |
Profit Streak | 1.5716 | 9.0195 | 0 | 1.5716 | 9.0195 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470749 | 474475 | 355943 | 429723 | 494314 | 283348 |
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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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