Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165427.1549 | 70092.3104 | 95334.8446 | 312077.9949 | 149950.6646 | 162127.3302 |
Total P&L (%) | 165.4272 | 70.0923 | 95.3348 | 312.078 | 149.9507 | 162.1273 |
Avg Daily Profit (%) | 0.6352 | 0.2692 | 0.3661 | 0.5452 | 0.3524 | 0.3707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53189 | -36364 | -32621 | -79811 | -57747 | -44093 |
Profit Factor | 2.0757 | 1.971 | 2.1683 | 2.2833 | 2.4268 | 2.1742 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 65.8824 | 61.9048 | 69.7674 | 65.8824 | 61.9048 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.0749 | 1.2129 | 0.9396 | 1.1824 | 1.4934 | 0.9421 |
Largest Winning Trade | 20224 | 14339 | 20224 | 34286 | 33304 | 34286 |
Largest Losing Trade | -21982 | -15337 | -21982 | -34312 | -22089 | -34312 |
Avg Bars in Trades | 280 | 293 | 266 | 280 | 293 | 266 |
Avg Bars in Winners | 197 | 201 | 194 | 197 | 201 | 194 |
Avg Bars in Losers | 439 | 443 | 434 | 439 | 443 | 434 |
Bars Traded | 23808 | 12331 | 11476 | 23808 | 12331 | 11476 |
Profit Streak | 10.1614 | 18.9218 | 10.1614 | 10.1614 | 18.9218 | 10.1614 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592060 | 417473 | 441548 | 578794 | 474748 | 443386 |
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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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