Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78290.2338 | 40971.4646 | 37318.7692 | 75221.7229 | 64533.1192 | 10688.6038 |
Total P&L (%) | 78.2902 | 40.9715 | 37.3188 | 75.2217 | 64.5331 | 10.6886 |
Avg Daily Profit (%) | 0.3006 | 0.1573 | 0.1433 | 0.2156 | 0.1914 | 0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40784 | -21993 | -40347 | -91770 | -24734 | -90872 |
Profit Factor | 1.6027 | 1.7474 | 1.497 | 1.3432 | 1.8494 | 1.0746 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 66.2791 | 62.7907 | 69.7674 | 66.2791 | 62.7907 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.8154 | 1.0355 | 0.6487 | 0.6834 | 1.0959 | 0.4657 |
Largest Winning Trade | 16831 | 12673 | 16831 | 22465 | 19763 | 22465 |
Largest Losing Trade | -40347 | -20228 | -40347 | -90872 | -22792 | -90872 |
Avg Bars in Trades | 285 | 300 | 269 | 285 | 300 | 269 |
Avg Bars in Winners | 209 | 240 | 181 | 209 | 240 | 181 |
Avg Bars in Losers | 433 | 401 | 473 | 433 | 401 | 473 |
Bars Traded | 24514 | 12929 | 11585 | 24514 | 12929 | 11585 |
Profit Streak | 6.7832 | 6.7832 | 16.3978 | 6.7832 | 6.7832 | 16.3978 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400264 | 299598 | -2289 | 317411 | 380933 | -422977 |
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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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