Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85466.9046 | 22369.1652 | 63097.7394 | 116378.7109 | 34085.1723 | 82293.5386 |
Total P&L (%) | 85.4669 | 22.3692 | 63.0977 | 116.3787 | 34.0852 | 82.2935 |
Avg Daily Profit (%) | 0.9845 | 0.2577 | 0.7268 | 0.8931 | 0.3384 | 0.6941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13141 | -13694 | -11879 | -14736 | -18474 | -13264 |
Profit Factor | 2.2849 | 1.5589 | 3.3819 | 2.4233 | 1.6761 | 3.6246 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 55.0562 | 48.8889 | 61.3636 | 55.0562 | 48.8889 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.8652 | 1.6297 | 2.1293 | 1.9782 | 1.7523 | 2.2822 |
Largest Winning Trade | 31160 | 14418 | 31160 | 44928 | 27267 | 44928 |
Largest Losing Trade | -8768 | -7411 | -8768 | -9769 | -9769 | -9696 |
Avg Bars in Trades | 275 | 284 | 265 | 275 | 284 | 265 |
Avg Bars in Winners | 249 | 233 | 262 | 249 | 233 | 262 |
Avg Bars in Losers | 306 | 333 | 271 | 306 | 333 | 271 |
Bars Traded | 24505 | 12812 | 11693 | 24505 | 12812 | 11693 |
Profit Streak | 4.8418 | 4.8418 | 9.1647 | 4.8418 | 4.8418 | 9.1647 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638305 | 154941 | 695026 | 645062 | 286339 | 713003 |
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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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