Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113136.3898 | 45423.1222 | 67713.2675 | 128624.4985 | 58155.2775 | 70469.221 |
Total P&L (%) | 113.1364 | 45.4231 | 67.7133 | 128.6245 | 58.1553 | 70.4692 |
Avg Daily Profit (%) | 0.4344 | 0.1744 | 0.26 | 0.318 | 0.1762 | 0.205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39515 | -17982 | -51452 | -114581 | -44544 | -155049 |
Profit Factor | 1.6179 | 1.5198 | 1.7075 | 1.2829 | 1.2941 | 1.2742 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 76.1364 | 70.4545 | 81.8182 | 76.1364 | 70.4545 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.5071 | 0.6373 | 0.3794 | 0.4021 | 0.5427 | 0.2832 |
Largest Winning Trade | 13262 | 13117 | 13262 | 24816 | 16575 | 24816 |
Largest Losing Trade | -39515 | -16986 | -39515 | -112727 | -31747 | -112727 |
Avg Bars in Trades | 280 | 305 | 256 | 280 | 305 | 256 |
Avg Bars in Winners | 168 | 167 | 169 | 168 | 167 | 169 |
Avg Bars in Losers | 640 | 633 | 651 | 640 | 633 | 651 |
Bars Traded | 24724 | 13423 | 11300 | 24724 | 13423 | 11300 |
Profit Streak | 1.9324 | 1.9324 | 17.0262 | 1.9324 | 1.9324 | 17.0262 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386247 | 165672 | 440493 | 279422 | 150789 | 349926 |
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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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