Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123165.7779 | 35830.4743 | 87335.3036 | 147606.6817 | 47507.8785 | 100098.8032 |
Total P&L (%) | 123.1658 | 35.8305 | 87.3353 | 147.6067 | 47.5079 | 100.0988 |
Avg Daily Profit (%) | 0.473 | 0.1376 | 0.3354 | 0.3488 | 0.1494 | 0.2667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39237 | -39237 | -21868 | -47854 | -57533 | -25039 |
Profit Factor | 1.5993 | 1.2848 | 2.0955 | 1.5319 | 1.2894 | 1.8829 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 70.7071 | 75.5102 | 66 | 70.7071 | 75.5102 | 66 |
Ratio Avg Win / Avg Loss | 0.6626 | 0.4167 | 1.0795 | 0.6346 | 0.4182 | 0.97 |
Largest Winning Trade | 14974 | 9595 | 14974 | 18249 | 16682 | 18249 |
Largest Losing Trade | -39237 | -39237 | -20249 | -41350 | -41350 | -22975 |
Avg Bars in Trades | 239 | 356 | 125 | 239 | 356 | 125 |
Avg Bars in Winners | 164 | 222 | 100 | 164 | 222 | 100 |
Avg Bars in Losers | 420 | 770 | 174 | 420 | 770 | 174 |
Bars Traded | 23738 | 17467 | 6271 | 23738 | 17467 | 6271 |
Profit Streak | 9.1245 | 9.3536 | 9.1245 | 9.1245 | 9.3536 | 9.1245 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473191 | -10951 | -167057 | 420150 | 209950 | -169721 |
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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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