Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43839.4432 | 28424.0865 | 15415.3567 | 29114.4724 | 31205.9025 | -2091.4301 |
Total P&L (%) | 43.8394 | 28.4241 | 15.4154 | 29.1145 | 31.2059 | -2.0914 |
Avg Daily Profit (%) | 0.3156 | 0.2046 | 0.111 | 0.1841 | 0.1957 | -0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32295 | -26323 | -36147 | -40055 | -26656 | -47905 |
Profit Factor | 1.2978 | 1.4428 | 1.1857 | 1.1776 | 1.4884 | 0.9791 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 75.2809 | 75.5556 | 75 | 75.2809 | 75.5556 | 75 |
Ratio Avg Win / Avg Loss | 0.4261 | 0.4668 | 0.3952 | 0.3867 | 0.4815 | 0.3264 |
Largest Winning Trade | 10348 | 6769 | 10348 | 9287 | 6616 | 9287 |
Largest Losing Trade | -32295 | -18687 | -32295 | -40055 | -18295 | -40055 |
Avg Bars in Trades | 146 | 153 | 139 | 146 | 153 | 139 |
Avg Bars in Winners | 87 | 92 | 82 | 87 | 92 | 82 |
Avg Bars in Losers | 327 | 343 | 311 | 327 | 343 | 311 |
Bars Traded | 13050 | 6911 | 6139 | 13050 | 6911 | 6139 |
Profit Streak | 134.3975 | 134.6683 | 134.3975 | 134.3975 | 134.6683 | 134.3975 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305793 | 225245 | -70637 | -19228 | 241442 | -578691 |
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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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