Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53591.4816 | 42446.4474 | 11145.0342 | 52638.2873 | 40386.8539 | 12251.4334 |
Total P&L (%) | 53.5915 | 42.4464 | 11.145 | 52.6383 | 40.3869 | 12.2514 |
Avg Daily Profit (%) | 0.6173 | 0.489 | 0.1284 | 0.4883 | 0.3915 | 0.1332 |
Buy And Hold Return (%) | 16.6583 | 16.6583 | 16.6583 | 16.6583 | 16.6583 | 16.6583 |
Max Trade Drawdown | -34629 | -19556 | -29632 | -46191 | -28368 | -38380 |
Profit Factor | 1.4677 | 1.6572 | 1.2229 | 1.3337 | 1.4394 | 1.1861 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 71.7172 | 73.4694 | 70 | 71.7172 | 73.4694 | 70 |
Ratio Avg Win / Avg Loss | 0.5788 | 0.5984 | 0.5241 | 0.526 | 0.5198 | 0.5083 |
Largest Winning Trade | 9290 | 9290 | 7167 | 10690 | 10690 | 9247 |
Largest Losing Trade | -29632 | -11943 | -29632 | -38380 | -16402 | -38380 |
Avg Bars in Trades | 242 | 409 | 79 | 242 | 409 | 79 |
Avg Bars in Winners | 144 | 241 | 45 | 144 | 241 | 45 |
Avg Bars in Losers | 492 | 876 | 158 | 492 | 876 | 158 |
Bars Traded | 24047 | 20086 | 3961 | 24047 | 20086 | 3961 |
Profit Streak | 1.9235 | 3.8471 | 1.9235 | 1.9235 | 3.8471 | 1.9235 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281999 | 312788 | -370193 | 210987 | 223835 | -379226 |
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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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