Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69330.9687 | 17764.8688 | 51566.0999 | 70301.7101 | 15868.0792 | 54433.6309 |
Total P&L (%) | 69.331 | 17.7649 | 51.5661 | 70.3017 | 15.8681 | 54.4336 |
Avg Daily Profit (%) | 0.2662 | 0.0682 | 0.198 | 0.2046 | 0.0566 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41419 | -25675 | -31821 | -64306 | -42198 | -52592 |
Profit Factor | 1.4969 | 1.2701 | 1.6993 | 1.3371 | 1.1679 | 1.4772 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 62.3529 | 55.814 | 69.0476 | 62.3529 | 55.814 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.9038 | 1.0055 | 0.7617 | 0.8073 | 0.9246 | 0.6622 |
Largest Winning Trade | 13702 | 8863 | 13702 | 18338 | 13255 | 18338 |
Largest Losing Trade | -27402 | -16690 | -27402 | -46235 | -25398 | -46235 |
Avg Bars in Trades | 267 | 208 | 328 | 267 | 208 | 328 |
Avg Bars in Winners | 172 | 137 | 200 | 172 | 137 | 200 |
Avg Bars in Losers | 425 | 297 | 613 | 425 | 297 | 613 |
Bars Traded | 22755 | 8956 | 13799 | 22755 | 8956 | 13799 |
Profit Streak | 22.8059 | 45.1809 | 22.8059 | 22.8059 | 45.1809 | 22.8059 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360871 | -109376 | 323046 | 308361 | -163571 | 286479 |
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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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