Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113977.1021 | 50997.4755 | 62979.6267 | 129832.7655 | 70103.7898 | 59728.9758 |
Total P&L (%) | 113.9771 | 50.9975 | 62.9796 | 129.8328 | 70.1038 | 59.729 |
Avg Daily Profit (%) | 0.4377 | 0.1958 | 0.2418 | 0.3201 | 0.2042 | 0.18 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44682 | -47034 | -36576 | -53098 | -40742 | -61932 |
Profit Factor | 1.5299 | 1.483 | 1.5751 | 1.5183 | 1.6312 | 1.4284 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 51.7647 | 50 | 53.4884 | 51.7647 | 50 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.4256 | 1.483 | 1.3697 | 1.4148 | 1.6312 | 1.2421 |
Largest Winning Trade | 22721 | 22721 | 19482 | 25951 | 25951 | 21849 |
Largest Losing Trade | -27045 | -17498 | -27045 | -45878 | -15622 | -45878 |
Avg Bars in Trades | 279 | 308 | 250 | 279 | 308 | 250 |
Avg Bars in Winners | 247 | 264 | 231 | 247 | 264 | 231 |
Avg Bars in Losers | 313 | 352 | 272 | 313 | 352 | 272 |
Bars Traded | 23726 | 12960 | 10766 | 23726 | 12960 | 10766 |
Profit Streak | 25.8818 | 27.0484 | 25.8818 | 25.8818 | 27.0484 | 25.8818 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421375 | 258585 | 338518 | 382634 | 374668 | 279402 |
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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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