Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69966.3833 | 38820.3587 | 31146.0246 | 55398.8892 | 39133.1422 | 16265.747 |
Total P&L (%) | 69.9664 | 38.8204 | 31.146 | 55.3989 | 39.1331 | 16.2657 |
Avg Daily Profit (%) | 0.2687 | 0.1491 | 0.1196 | 0.1694 | 0.1269 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43661 | -28109 | -46953 | -73200 | -50407 | -80563 |
Profit Factor | 1.3676 | 1.4396 | 1.3052 | 1.1872 | 1.2852 | 1.1024 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 65.625 | 62.5 | 68.75 | 65.625 | 62.5 | 68.75 |
Ratio Avg Win / Avg Loss | 0.7163 | 0.8638 | 0.5933 | 0.6218 | 0.7711 | 0.5011 |
Largest Winning Trade | 23908 | 23908 | 22628 | 33033 | 33033 | 26612 |
Largest Losing Trade | -24424 | -20395 | -24424 | -37361 | -35095 | -37361 |
Avg Bars in Trades | 255 | 253 | 256 | 255 | 253 | 256 |
Avg Bars in Winners | 159 | 136 | 180 | 159 | 136 | 180 |
Avg Bars in Losers | 436 | 449 | 422 | 436 | 449 | 422 |
Bars Traded | 24486 | 12180 | 12306 | 24486 | 12180 | 12306 |
Profit Streak | 4.6381 | 10.586 | 4.6381 | 4.6381 | 10.586 | 4.6381 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342943 | 155002 | -35935 | -7447 | -26169 | -232544 |
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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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