Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121429.1015 | 67364.9007 | 54064.2008 | 173945.6924 | 92666.0375 | 81279.6549 |
Total P&L (%) | 121.4291 | 67.3649 | 54.0642 | 173.9457 | 92.666 | 81.2797 |
Avg Daily Profit (%) | 1.3988 | 0.776 | 0.6228 | 1.1676 | 0.7583 | 0.6876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61992 | -14611 | -53159 | -108097 | -38243 | -96872 |
Profit Factor | 2.0646 | 2.3438 | 1.8457 | 1.7728 | 1.896 | 1.6681 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 75.2941 | 69.0476 | 81.3953 | 75.2941 | 69.0476 | 81.3953 |
Ratio Avg Win / Avg Loss | 0.6775 | 1.0507 | 0.4219 | 0.5817 | 0.8499 | 0.3813 |
Largest Winning Trade | 14079 | 14079 | 13705 | 21848 | 21848 | 18550 |
Largest Losing Trade | -38653 | -9687 | -38653 | -80066 | -25361 | -80066 |
Avg Bars in Trades | 284 | 294 | 274 | 284 | 294 | 274 |
Avg Bars in Winners | 218 | 200 | 234 | 218 | 200 | 234 |
Avg Bars in Losers | 482 | 503 | 449 | 482 | 503 | 449 |
Bars Traded | 24143 | 12351 | 11792 | 24143 | 12351 | 11792 |
Profit Streak | 2.5644 | 10.0436 | 2.5644 | 2.5644 | 10.0436 | 2.5644 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546341 | 643301 | 412914 | 518842 | 553060 | 458764 |
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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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