Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132487.2546 | 79504.9109 | 52982.3437 | 152927.152 | 94441.01 | 58486.142 |
Total P&L (%) | 132.4873 | 79.5049 | 52.9823 | 152.9272 | 94.441 | 58.4861 |
Avg Daily Profit (%) | 0.5087 | 0.3053 | 0.2035 | 0.357 | 0.2557 | 0.177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31921 | -35202 | -13280 | -73714 | -56418 | -33416 |
Profit Factor | 1.7913 | 1.875 | 1.692 | 1.6205 | 1.6937 | 1.5301 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 41.6667 | 29.1667 | 54.1667 | 41.6667 | 29.1667 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.5078 | 4.5535 | 1.4317 | 2.2686 | 4.1133 | 1.2947 |
Largest Winning Trade | 92241 | 92241 | 14308 | 132804 | 132804 | 19965 |
Largest Losing Trade | -11659 | -7854 | -11659 | -20112 | -20112 | -19933 |
Avg Bars in Trades | 256 | 226 | 286 | 256 | 226 | 286 |
Avg Bars in Winners | 410 | 412 | 409 | 410 | 412 | 409 |
Avg Bars in Losers | 145 | 149 | 140 | 145 | 149 | 140 |
Bars Traded | 24581 | 10851 | 13730 | 24581 | 10851 | 13730 |
Profit Streak | 18.2086 | 19.1878 | 18.2086 | 18.2086 | 19.1878 | 18.2086 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388861 | 13962 | 320770 | 330288 | -386 | 304060 |
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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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