Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128372.3703 | 64370.1215 | 64002.2487 | 170045.1487 | 55072.0207 | 114973.1279 |
Total P&L (%) | 128.3724 | 64.3701 | 64.0022 | 170.0451 | 55.072 | 114.9731 |
Avg Daily Profit (%) | 1.4788 | 0.7415 | 0.7373 | 1.1509 | 0.5067 | 0.8855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35194 | -25731 | -13988 | -67936 | -47956 | -27493 |
Profit Factor | 1.8251 | 1.7087 | 1.9883 | 1.6309 | 1.3496 | 2.0266 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 43.1818 | 36.3636 | 50 | 43.1818 | 36.3636 | 50 |
Ratio Avg Win / Avg Loss | 2.4014 | 2.9902 | 1.9883 | 2.1459 | 2.3618 | 2.0266 |
Largest Winning Trade | 44034 | 44034 | 20364 | 53368 | 53368 | 45689 |
Largest Losing Trade | -13988 | -11679 | -13988 | -27493 | -20697 | -27493 |
Avg Bars in Trades | 279 | 263 | 296 | 279 | 263 | 296 |
Avg Bars in Winners | 428 | 420 | 433 | 428 | 420 | 433 |
Avg Bars in Losers | 167 | 174 | 158 | 167 | 174 | 158 |
Bars Traded | 24636 | 11606 | 13031 | 24636 | 11606 | 13031 |
Profit Streak | 1.1838 | 0 | 5.4234 | 1.1838 | 0 | 5.4234 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347531 | 285147 | 550879 | 323798 | 127936 | 589904 |
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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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