Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101436.6611 | 74734.883 | 26701.7781 | 88181.1699 | 59599.8244 | 28581.3455 |
Total P&L (%) | 101.4367 | 74.7349 | 26.7018 | 88.1812 | 59.5998 | 28.5813 |
Avg Daily Profit (%) | 0.4043 | 0.2979 | 0.1064 | 0.2523 | 0.1865 | 0.1002 |
Buy And Hold Return (%) | 24.226 | 24.226 | 24.226 | 24.226 | 24.226 | 24.226 |
Max Trade Drawdown | -63921 | -28061 | -51409 | -60974 | -59351 | -45596 |
Profit Factor | 1.5521 | 1.9125 | 1.2622 | 1.4046 | 1.5539 | 1.259 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 75 | 75 | 75 | 75 | 75 | 75 |
Ratio Avg Win / Avg Loss | 0.5174 | 0.6375 | 0.4207 | 0.4682 | 0.518 | 0.4197 |
Largest Winning Trade | 19348 | 19348 | 10379 | 25175 | 25175 | 12595 |
Largest Losing Trade | -51409 | -20903 | -51409 | -45596 | -43101 | -45596 |
Avg Bars in Trades | 260 | 257 | 262 | 260 | 257 | 262 |
Avg Bars in Winners | 150 | 143 | 158 | 150 | 143 | 158 |
Avg Bars in Losers | 587 | 599 | 576 | 587 | 599 | 576 |
Bars Traded | 22883 | 11317 | 11566 | 22883 | 11317 | 11566 |
Profit Streak | 29.7284 | 40.6451 | 29.7284 | 29.7284 | 40.6451 | 29.7284 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398242 | 347589 | -184297 | 301522 | 253202 | -168416 |
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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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