Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41952.0608 | 23545.0312 | 18407.0296 | 46847.2099 | 24409.7324 | 22437.4775 |
Total P&L (%) | 41.9521 | 23.545 | 18.407 | 46.8472 | 24.4097 | 22.4375 |
Avg Daily Profit (%) | 0.8055 | 0.4521 | 0.3534 | 0.7405 | 0.4203 | 0.3894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17634 | -13754 | -15742 | -29266 | -21952 | -17838 |
Profit Factor | 1.6655 | 1.8644 | 1.5141 | 1.5231 | 1.5808 | 1.4721 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 60.7143 | 61.9048 | 59.5238 | 60.7143 | 61.9048 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.0777 | 1.1473 | 1.0296 | 0.9855 | 0.9728 | 1.001 |
Largest Winning Trade | 7317 | 6469 | 7317 | 8628 | 8330 | 8628 |
Largest Losing Trade | -13635 | -7759 | -13635 | -15741 | -12365 | -15741 |
Avg Bars in Trades | 289 | 295 | 282 | 289 | 295 | 282 |
Avg Bars in Winners | 200 | 225 | 173 | 200 | 225 | 173 |
Avg Bars in Losers | 426 | 408 | 442 | 426 | 408 | 442 |
Bars Traded | 24276 | 12409 | 11867 | 24276 | 12409 | 11867 |
Profit Streak | 5.8023 | 0 | 11.7502 | 5.8023 | 0 | 11.7502 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478227 | 259459 | 112057 | 393935 | 187814 | 210614 |
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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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