Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65841.3045 | 40384.4114 | 25456.8932 | 49752.0708 | 42297.571 | 7454.4998 |
Total P&L (%) | 65.8413 | 40.3844 | 25.4569 | 49.7521 | 42.2976 | 7.4545 |
Avg Daily Profit (%) | 0.474 | 0.2907 | 0.1833 | 0.2911 | 0.2543 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46814 | -18383 | -41725 | -62535 | -22972 | -64519 |
Profit Factor | 1.3687 | 1.54 | 1.2453 | 1.2271 | 1.5003 | 1.0554 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 71.2644 | 69.7674 | 72.7273 | 71.2644 | 69.7674 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5519 | 0.6673 | 0.467 | 0.4948 | 0.6501 | 0.3958 |
Largest Winning Trade | 14990 | 14990 | 11812 | 17041 | 17041 | 14316 |
Largest Losing Trade | -37690 | -18077 | -37690 | -54339 | -22269 | -54339 |
Avg Bars in Trades | 146 | 149 | 144 | 146 | 149 | 144 |
Avg Bars in Winners | 121 | 124 | 117 | 121 | 124 | 117 |
Avg Bars in Losers | 210 | 206 | 215 | 210 | 206 | 215 |
Bars Traded | 12776 | 6430 | 6346 | 12776 | 6430 | 6346 |
Profit Streak | 137.3818 | 137.3818 | 139.9027 | 137.3818 | 137.3818 | 139.9027 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415863 | 299073 | 169758 | 289627 | 285250 | -448144 |
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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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