Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101788.7146 | 60288.5952 | 41500.1194 | 108422.7045 | 69383.2213 | 39039.4832 |
Total P&L (%) | 101.7887 | 60.2886 | 41.5001 | 108.4227 | 69.3832 | 39.0395 |
Avg Daily Profit (%) | 0.7328 | 0.434 | 0.2988 | 0.5301 | 0.3801 | 0.2375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46452 | -29762 | -47735 | -45562 | -26477 | -44638 |
Profit Factor | 1.5595 | 1.9233 | 1.3559 | 1.6234 | 2.2062 | 1.3354 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 74.1573 | 73.3333 | 75 | 74.1573 | 73.3333 | 75 |
Ratio Avg Win / Avg Loss | 0.5435 | 0.6994 | 0.452 | 0.5657 | 0.8023 | 0.4451 |
Largest Winning Trade | 14339 | 11828 | 14339 | 15202 | 10317 | 15202 |
Largest Losing Trade | -35552 | -21539 | -35552 | -32355 | -20133 | -32355 |
Avg Bars in Trades | 147 | 115 | 179 | 147 | 115 | 179 |
Avg Bars in Winners | 113 | 100 | 126 | 113 | 100 | 126 |
Avg Bars in Losers | 244 | 158 | 338 | 244 | 158 | 338 |
Bars Traded | 13103 | 5196 | 7908 | 13103 | 5196 | 7908 |
Profit Streak | 150.4624 | 157.8895 | 150.4624 | 150.4624 | 157.8895 | 150.4624 |
Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564578 | 456744 | 291444 | 512741 | 481637 | 260229 |
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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) |
---|