Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92139.6007 | 49776.2319 | 42363.3688 | 57906.4693 | 44370.2264 | 13536.2429 |
Total P&L (%) | 92.1396 | 49.7762 | 42.3634 | 57.9065 | 44.3702 | 13.5362 |
Avg Daily Profit (%) | 0.3538 | 0.1911 | 0.1627 | 0.1756 | 0.1411 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69835 | -66154 | -68826 | -141181 | -109486 | -137626 |
Profit Factor | 1.3293 | 1.3837 | 1.2823 | 1.1199 | 1.2096 | 1.0499 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 55.814 | 55.814 | 55.814 | 55.814 | 55.814 | 55.814 |
Ratio Avg Win / Avg Loss | 1.0524 | 1.0954 | 1.0152 | 0.8866 | 0.9576 | 0.8312 |
Largest Winning Trade | 32512 | 26077 | 32512 | 59620 | 37928 | 59620 |
Largest Losing Trade | -34442 | -26648 | -34442 | -57268 | -41241 | -57268 |
Avg Bars in Trades | 285 | 306 | 264 | 285 | 306 | 264 |
Avg Bars in Winners | 265 | 280 | 249 | 265 | 280 | 249 |
Avg Bars in Losers | 310 | 338 | 283 | 310 | 338 | 283 |
Bars Traded | 24535 | 13172 | 11363 | 24535 | 13172 | 11363 |
Profit Streak | 15.7532 | 15.7532 | 15.8053 | 15.7532 | 15.7532 | 15.8053 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369774 | 243946 | 206822 | -82605 | -8643 | -350356 |
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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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