Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97775.5079 | 56035.6784 | 41739.8295 | 100861.9806 | 58773.2873 | 42088.6933 |
Total P&L (%) | 97.7755 | 56.0357 | 41.7398 | 100.862 | 58.7733 | 42.0887 |
Avg Daily Profit (%) | 0.3755 | 0.2152 | 0.1603 | 0.2682 | 0.1777 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54782 | -30999 | -44578 | -102370 | -61166 | -73185 |
Profit Factor | 1.4801 | 1.5611 | 1.4022 | 1.2845 | 1.336 | 1.2343 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 68.8172 | 65.9574 | 71.7391 | 68.8172 | 65.9574 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.6707 | 0.8057 | 0.5524 | 0.582 | 0.6895 | 0.4863 |
Largest Winning Trade | 28355 | 28355 | 22150 | 43271 | 43271 | 27672 |
Largest Losing Trade | -30223 | -15167 | -30223 | -46955 | -31969 | -46955 |
Avg Bars in Trades | 260 | 264 | 257 | 260 | 264 | 257 |
Avg Bars in Winners | 153 | 129 | 175 | 153 | 129 | 175 |
Avg Bars in Losers | 498 | 524 | 465 | 498 | 524 | 465 |
Bars Traded | 24269 | 12413 | 11856 | 24269 | 12413 | 11856 |
Profit Streak | 7.1474 | 7.1474 | 37.2308 | 7.1474 | 7.1474 | 37.2308 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425763 | 314533 | 264565 | 349710 | 260034 | -13759 |
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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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