Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61350.1445 | 38622.3628 | 22727.7817 | 52676.3012 | 40330.3286 | 12345.9725 |
Total P&L (%) | 61.3501 | 38.6224 | 22.7278 | 52.6763 | 40.3303 | 12.346 |
Avg Daily Profit (%) | 0.4417 | 0.278 | 0.1636 | 0.3051 | 0.2442 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36542 | -24272 | -40329 | -40364 | -22953 | -49901 |
Profit Factor | 1.4225 | 1.7025 | 1.2519 | 1.3563 | 1.7544 | 1.1308 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 70.9302 | 69.7674 | 72.093 | 70.9302 | 69.7674 | 72.093 |
Ratio Avg Win / Avg Loss | 0.583 | 0.7377 | 0.4846 | 0.5559 | 0.7602 | 0.4377 |
Largest Winning Trade | 12095 | 7483 | 12095 | 9813 | 9813 | 9020 |
Largest Losing Trade | -29580 | -17725 | -29580 | -30870 | -16826 | -30870 |
Avg Bars in Trades | 150 | 150 | 150 | 150 | 150 | 150 |
Avg Bars in Winners | 100 | 115 | 86 | 100 | 115 | 86 |
Avg Bars in Losers | 272 | 231 | 316 | 272 | 231 | 316 |
Bars Traded | 12950 | 6470 | 6480 | 12950 | 6470 | 6480 |
Profit Streak | 138.0198 | 138.0198 | 142.3844 | 138.0198 | 138.0198 | 142.3844 |
Trades During Streak | 10 | 5 | 7 | 10 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406447 | 311003 | 107036 | 329054 | 309666 | -249496 |
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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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