Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77980.2764 | 43179.1885 | 34801.0879 | 75937.2125 | 48505.2854 | 27431.9271 |
Total P&L (%) | 77.9803 | 43.1792 | 34.8011 | 75.9372 | 48.5053 | 27.4319 |
Avg Daily Profit (%) | 0.2994 | 0.1658 | 0.1336 | 0.2172 | 0.152 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32353 | -21801 | -31571 | -38179 | -29095 | -48933 |
Profit Factor | 1.3796 | 1.4135 | 1.3445 | 1.2759 | 1.3585 | 1.196 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 70.7071 | 67.3469 | 74 | 70.7071 | 67.3469 | 74 |
Ratio Avg Win / Avg Loss | 0.5715 | 0.6853 | 0.4724 | 0.5286 | 0.6586 | 0.4202 |
Largest Winning Trade | 18518 | 18518 | 9804 | 18353 | 18353 | 10399 |
Largest Losing Trade | -21419 | -18567 | -21419 | -23797 | -20579 | -23797 |
Avg Bars in Trades | 242 | 241 | 243 | 242 | 241 | 243 |
Avg Bars in Winners | 140 | 119 | 159 | 140 | 119 | 159 |
Avg Bars in Losers | 490 | 494 | 484 | 490 | 494 | 484 |
Bars Traded | 24026 | 11837 | 12189 | 24026 | 11837 | 12189 |
Profit Streak | 14.4483 | 14.4483 | 47.3649 | 14.4483 | 14.4483 | 47.3649 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390978 | 249923 | -195282 | 342854 | 250595 | -255180 |
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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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