Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62537.0769 | 38148.3998 | 24388.6771 | 48628.7118 | 40779.123 | 7849.5888 |
Total P&L (%) | 62.5371 | 38.1484 | 24.3887 | 48.6287 | 40.7791 | 7.8496 |
Avg Daily Profit (%) | 0.4502 | 0.2746 | 0.1756 | 0.2857 | 0.2465 | 0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40178 | -22561 | -44683 | -48132 | -20786 | -58271 |
Profit Factor | 1.3846 | 1.6595 | 1.2328 | 1.2808 | 1.7389 | 1.0665 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 68.4783 | 65.2174 | 71.7391 | 68.4783 | 65.2174 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.6373 | 0.8851 | 0.4856 | 0.5896 | 0.9274 | 0.4201 |
Largest Winning Trade | 10251 | 9466 | 10251 | 10749 | 8554 | 10749 |
Largest Losing Trade | -33930 | -15865 | -33930 | -38474 | -14576 | -38474 |
Avg Bars in Trades | 139 | 141 | 138 | 139 | 141 | 138 |
Avg Bars in Winners | 93 | 106 | 82 | 93 | 106 | 82 |
Avg Bars in Losers | 238 | 206 | 278 | 238 | 206 | 278 |
Bars Traded | 12834 | 6486 | 6348 | 12834 | 6486 | 6348 |
Profit Streak | 128.4306 | 128.4306 | 139.4931 | 128.4306 | 128.4306 | 139.4931 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370527 | 254506 | 144450 | 262603 | 259790 | -432486 |
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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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