Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90967.6538 | 50950.6813 | 40016.9725 | 92239.9913 | 63182.2598 | 29057.7315 |
Total P&L (%) | 90.9677 | 50.9507 | 40.017 | 92.24 | 63.1823 | 29.0577 |
Avg Daily Profit (%) | 0.3493 | 0.1956 | 0.1537 | 0.2513 | 0.1882 | 0.098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37394 | -23061 | -43071 | -73643 | -46975 | -85693 |
Profit Factor | 1.4489 | 1.4892 | 1.4063 | 1.2441 | 1.3373 | 1.1525 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 71.5789 | 64.5833 | 78.7234 | 71.5789 | 64.5833 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.5753 | 0.8166 | 0.3801 | 0.494 | 0.7334 | 0.3115 |
Largest Winning Trade | 25429 | 25429 | 22516 | 38425 | 38425 | 27771 |
Largest Losing Trade | -28282 | -15852 | -28282 | -49593 | -31317 | -49593 |
Avg Bars in Trades | 255 | 261 | 249 | 255 | 261 | 249 |
Avg Bars in Winners | 141 | 113 | 164 | 141 | 113 | 164 |
Avg Bars in Losers | 543 | 530 | 563 | 543 | 530 | 563 |
Bars Traded | 24277 | 12555 | 11722 | 24277 | 12555 | 11722 |
Profit Streak | 2.1616 | 2.1616 | 35.1304 | 2.1616 | 2.1616 | 35.1304 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312979 | 163560 | 290832 | 237772 | 157220 | -115730 |
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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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