Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167025.2637 | 63428.4321 | 103596.8316 | 309197.0754 | 145595.7927 | 163601.2827 |
Total P&L (%) | 167.0253 | 63.4284 | 103.5968 | 309.1971 | 145.5958 | 163.6013 |
Avg Daily Profit (%) | 0.6414 | 0.2436 | 0.3978 | 0.5425 | 0.3456 | 0.3729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42158 | -35383 | -22522 | -48229 | -33316 | -56863 |
Profit Factor | 1.9468 | 1.6758 | 2.2551 | 2.2169 | 2.2341 | 2.2019 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 62.9213 | 63.6364 | 62.2222 | 62.9213 | 63.6364 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.1472 | 0.9576 | 1.3691 | 1.3064 | 1.2766 | 1.3369 |
Largest Winning Trade | 23466 | 23466 | 17203 | 69004 | 69004 | 32200 |
Largest Losing Trade | -22469 | -22469 | -18807 | -47458 | -19774 | -47458 |
Avg Bars in Trades | 277 | 301 | 254 | 277 | 301 | 254 |
Avg Bars in Winners | 253 | 279 | 227 | 253 | 279 | 227 |
Avg Bars in Losers | 318 | 339 | 299 | 318 | 339 | 299 |
Bars Traded | 24737 | 13268 | 11469 | 24737 | 13268 | 11469 |
Profit Streak | 1.0133 | 0 | 15.3987 | 1.0133 | 0 | 15.3987 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425690 | 301774 | 512451 | 414037 | 447740 | 501092 |
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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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