Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66765.4335 | 41179.042 | 25586.3915 | 56415.0426 | 52424.0943 | 3990.9483 |
Total P&L (%) | 66.7654 | 41.179 | 25.5864 | 56.415 | 52.4241 | 3.9909 |
Avg Daily Profit (%) | 0.4806 | 0.2964 | 0.1842 | 0.3226 | 0.3039 | 0.0282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35996 | -21548 | -33121 | -52872 | -20830 | -57307 |
Profit Factor | 1.3935 | 1.6392 | 1.2431 | 1.2697 | 1.7365 | 1.0289 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 69.1489 | 65.9574 | 72.3404 | 69.1489 | 65.9574 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.6217 | 0.846 | 0.4753 | 0.5665 | 0.8963 | 0.3934 |
Largest Winning Trade | 22805 | 22805 | 12985 | 25956 | 25956 | 12046 |
Largest Losing Trade | -33121 | -14350 | -33121 | -49971 | -14518 | -49971 |
Avg Bars in Trades | 138 | 134 | 142 | 138 | 134 | 142 |
Avg Bars in Winners | 103 | 104 | 101 | 103 | 104 | 101 |
Avg Bars in Losers | 217 | 191 | 250 | 217 | 191 | 250 |
Bars Traded | 13021 | 6313 | 6707 | 13021 | 6313 | 6707 |
Profit Streak | 137.6193 | 137.6193 | 142.5151 | 137.6193 | 137.6193 | 142.5151 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415199 | 302606 | 167822 | 314497 | 345705 | -508783 |
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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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