Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108220.2555 | 66565.2504 | 41655.0051 | 141871.2134 | 102552.4458 | 39318.7676 |
Total P&L (%) | 108.2203 | 66.5653 | 41.655 | 141.8712 | 102.5524 | 39.3188 |
Avg Daily Profit (%) | 0.4156 | 0.2556 | 0.16 | 0.3397 | 0.2714 | 0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25788 | -29087 | -27751 | -45923 | -46908 | -59303 |
Profit Factor | 1.6386 | 1.65 | 1.6212 | 1.4043 | 1.4927 | 1.2754 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 49.4624 | 47.8261 | 51.0638 | 49.4624 | 47.8261 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.6742 | 1.8 | 1.5536 | 1.4348 | 1.6284 | 1.2222 |
Largest Winning Trade | 30256 | 30256 | 15489 | 39460 | 39460 | 24843 |
Largest Losing Trade | -9116 | -9116 | -7087 | -19173 | -19173 | -18838 |
Avg Bars in Trades | 263 | 345 | 183 | 263 | 345 | 183 |
Avg Bars in Winners | 330 | 462 | 209 | 330 | 462 | 209 |
Avg Bars in Losers | 197 | 237 | 155 | 197 | 237 | 155 |
Bars Traded | 24484 | 15874 | 8611 | 24484 | 15874 | 8611 |
Profit Streak | 3.5163 | 0 | 7.5788 | 3.5163 | 0 | 7.5788 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379562 | 317692 | 279889 | 270489 | 303710 | -25771 |
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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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