Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60524.5459 | 40593.5505 | 19930.9954 | 54805.4206 | 42394.0295 | 12411.3911 |
Total P&L (%) | 60.5245 | 40.5936 | 19.931 | 54.8054 | 42.394 | 12.4114 |
Avg Daily Profit (%) | 0.2324 | 0.1559 | 0.0765 | 0.1679 | 0.1358 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40615 | -28966 | -32492 | -41446 | -27000 | -32761 |
Profit Factor | 1.3558 | 1.5423 | 1.2092 | 1.3331 | 1.6074 | 1.131 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 73.8636 | 72.7273 | 75 | 73.8636 | 72.7273 | 75 |
Ratio Avg Win / Avg Loss | 0.4797 | 0.5784 | 0.4031 | 0.4717 | 0.6028 | 0.377 |
Largest Winning Trade | 9639 | 9639 | 8531 | 10091 | 10091 | 7581 |
Largest Losing Trade | -26901 | -13468 | -26901 | -26428 | -11914 | -26428 |
Avg Bars in Trades | 279 | 291 | 268 | 279 | 291 | 268 |
Avg Bars in Winners | 158 | 169 | 148 | 158 | 169 | 148 |
Avg Bars in Losers | 621 | 616 | 627 | 621 | 616 | 627 |
Bars Traded | 24629 | 12811 | 11817 | 24629 | 12811 | 11817 |
Profit Streak | 28.6592 | 35.6905 | 28.6592 | 28.6592 | 35.6905 | 28.6592 |
Trades During Streak | 15 | 9 | 7 | 15 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360499 | 296719 | -96319 | 321950 | -10205 | -298199 |
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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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