Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114114.1176 | 54823.3593 | 59290.7583 | 122681.6576 | 72995.27 | 49686.3875 |
Total P&L (%) | 114.1141 | 54.8234 | 59.2908 | 122.6817 | 72.9953 | 49.6864 |
Avg Daily Profit (%) | 0.4382 | 0.2105 | 0.2277 | 0.3079 | 0.2107 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43409 | -23723 | -54387 | -111696 | -48057 | -147425 |
Profit Factor | 1.6069 | 1.6757 | 1.5546 | 1.2972 | 1.4577 | 1.1961 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 77.8947 | 72.3404 | 83.3333 | 77.8947 | 72.3404 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.456 | 0.6407 | 0.3109 | 0.3681 | 0.5573 | 0.2392 |
Largest Winning Trade | 13710 | 12856 | 13710 | 22087 | 15488 | 22087 |
Largest Losing Trade | -43409 | -17349 | -43409 | -111696 | -35752 | -111696 |
Avg Bars in Trades | 250 | 263 | 238 | 250 | 263 | 238 |
Avg Bars in Winners | 154 | 144 | 163 | 154 | 144 | 163 |
Avg Bars in Losers | 587 | 574 | 608 | 587 | 574 | 608 |
Bars Traded | 23799 | 12374 | 11425 | 23799 | 12374 | 11425 |
Profit Streak | 11.8547 | 22.8442 | 11.8547 | 11.8547 | 22.8442 | 11.8547 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495345 | 349790 | 383361 | 388152 | 349696 | 106274 |
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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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