Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116973.3502 | 71396.7411 | 45576.6092 | 156438.2968 | 92178.0583 | 64260.2385 |
Total P&L (%) | 116.9734 | 71.3967 | 45.5766 | 156.4383 | 92.1781 | 64.2602 |
Avg Daily Profit (%) | 0.4492 | 0.2742 | 0.175 | 0.3623 | 0.2512 | 0.1908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38569 | -41579 | -29814 | -70142 | -79918 | -52873 |
Profit Factor | 1.5961 | 1.6961 | 1.4866 | 1.4005 | 1.4445 | 1.3507 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 75.5102 | 71.4286 | 79.5918 | 75.5102 | 71.4286 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.5177 | 0.6784 | 0.3812 | 0.4542 | 0.5778 | 0.3463 |
Largest Winning Trade | 20239 | 20239 | 13128 | 27442 | 27442 | 15913 |
Largest Losing Trade | -20370 | -19046 | -20370 | -37082 | -37082 | -32431 |
Avg Bars in Trades | 247 | 249 | 246 | 247 | 249 | 246 |
Avg Bars in Winners | 145 | 125 | 163 | 145 | 125 | 163 |
Avg Bars in Losers | 563 | 558 | 569 | 563 | 558 | 569 |
Bars Traded | 24279 | 12219 | 12060 | 24279 | 12219 | 12060 |
Profit Streak | 17.7221 | 17.7221 | 31.9096 | 17.7221 | 17.7221 | 31.9096 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504218 | 404503 | 335165 | 434443 | 356539 | 358488 |
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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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