Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46950.1103 | 30808.9707 | 16141.1396 | 30104.8423 | 23564.3051 | 6540.5373 |
Total P&L (%) | 46.9501 | 30.809 | 16.1411 | 30.1048 | 23.5643 | 6.5405 |
Avg Daily Profit (%) | 0.338 | 0.2218 | 0.1162 | 0.1896 | 0.1524 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56222 | -34114 | -43811 | -55926 | -35723 | -39631 |
Profit Factor | 1.3219 | 1.6595 | 1.1628 | 1.2104 | 1.4962 | 1.0684 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 75 | 76.1905 | 73.8095 | 75 | 76.1905 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.4406 | 0.5186 | 0.4126 | 0.4035 | 0.4676 | 0.3791 |
Largest Winning Trade | 14085 | 8256 | 14085 | 9923 | 9923 | 9727 |
Largest Losing Trade | -33595 | -19051 | -33595 | -29138 | -21627 | -29138 |
Avg Bars in Trades | 152 | 128 | 176 | 152 | 128 | 176 |
Avg Bars in Winners | 89 | 89 | 89 | 89 | 89 | 89 |
Avg Bars in Losers | 341 | 252 | 421 | 341 | 252 | 421 |
Bars Traded | 12827 | 5403 | 7424 | 12827 | 5403 | 7424 |
Profit Streak | 144.9698 | 144.9698 | 148.2094 | 144.9698 | 144.9698 | 148.2094 |
Trades During Streak | 10 | 5 | 7 | 10 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333993 | 295347 | -87625 | 209919 | 193991 | -441859 |
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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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