Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74106.0248 | 10791.4993 | 63314.5255 | 71504.4225 | 3146.7241 | 68357.6983 |
Total P&L (%) | 74.106 | 10.7915 | 63.3145 | 71.5044 | 3.1467 | 68.3577 |
Avg Daily Profit (%) | 0.2846 | 0.0414 | 0.2431 | 0.2074 | 0.0119 | 0.2002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41430 | -42535 | -19614 | -43000 | -45535 | -25499 |
Profit Factor | 1.372 | 1.0876 | 1.8328 | 1.3079 | 1.0215 | 1.7983 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 50 | 41.8605 | 58.1395 | 50 | 41.8605 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.372 | 1.5105 | 1.3196 | 1.3079 | 1.4187 | 1.2948 |
Largest Winning Trade | 19406 | 19406 | 14512 | 27082 | 27082 | 17543 |
Largest Losing Trade | -14903 | -14903 | -10810 | -16248 | -16248 | -10311 |
Avg Bars in Trades | 285 | 292 | 279 | 285 | 292 | 279 |
Avg Bars in Winners | 325 | 348 | 308 | 325 | 348 | 308 |
Avg Bars in Losers | 246 | 251 | 238 | 246 | 251 | 238 |
Bars Traded | 24575 | 12557 | 12018 | 24575 | 12557 | 12018 |
Profit Streak | 11.3077 | 26.141 | 11.3077 | 11.3077 | 26.141 | 11.3077 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316554 | -404817 | 369233 | 278696 | -542685 | 365741 |
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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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