Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53278.5424 | 34727.0567 | 18551.4857 | 57216.7152 | 38743.4531 | 18473.2621 |
Total P&L (%) | 53.2785 | 34.7271 | 18.5515 | 57.2167 | 38.7435 | 18.4733 |
Avg Daily Profit (%) | 0.6137 | 0.4 | 0.2137 | 0.5226 | 0.3779 | 0.1955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31502 | -26493 | -16618 | -48304 | -38045 | -25417 |
Profit Factor | 1.4244 | 1.5797 | 1.2826 | 1.3021 | 1.4317 | 1.1854 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50.5618 | 50 | 51.1111 | 50.5618 | 50 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.3927 | 1.5797 | 1.2268 | 1.2732 | 1.4317 | 1.1339 |
Largest Winning Trade | 11917 | 10045 | 11917 | 16741 | 12850 | 16741 |
Largest Losing Trade | -8056 | -6814 | -8056 | -13647 | -9121 | -13647 |
Avg Bars in Trades | 272 | 302 | 243 | 272 | 302 | 243 |
Avg Bars in Winners | 368 | 417 | 321 | 368 | 417 | 321 |
Avg Bars in Losers | 174 | 187 | 162 | 174 | 187 | 162 |
Bars Traded | 24278 | 13312 | 10966 | 24278 | 13312 | 10966 |
Profit Streak | 3.8277 | 0 | 7.6541 | 3.8277 | 0 | 7.6541 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319334 | 275615 | -736 | 273841 | 209094 | -17487 |
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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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