Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69639.9834 | 41537.0632 | 28102.9202 | 64034.6779 | 49150.0094 | 14884.6685 |
Total P&L (%) | 69.64 | 41.5371 | 28.1029 | 64.0347 | 49.15 | 14.8847 |
Avg Daily Profit (%) | 0.5013 | 0.299 | 0.2023 | 0.3569 | 0.2882 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39203 | -20510 | -40324 | -45351 | -20702 | -45327 |
Profit Factor | 1.4699 | 1.7161 | 1.3116 | 1.3917 | 1.8362 | 1.1421 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 73.8095 | 69.0476 | 78.5714 | 73.8095 | 69.0476 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.5216 | 0.7693 | 0.3577 | 0.4938 | 0.8231 | 0.3115 |
Largest Winning Trade | 13959 | 13959 | 12052 | 18579 | 18579 | 11680 |
Largest Losing Trade | -31020 | -12632 | -31020 | -34565 | -13544 | -34565 |
Avg Bars in Trades | 154 | 152 | 156 | 154 | 152 | 156 |
Avg Bars in Winners | 114 | 119 | 110 | 114 | 119 | 110 |
Avg Bars in Losers | 267 | 227 | 325 | 267 | 227 | 325 |
Bars Traded | 12991 | 6420 | 6571 | 12991 | 6420 | 6571 |
Profit Streak | 137.8537 | 137.8537 | 142.5204 | 137.8537 | 137.8537 | 142.5204 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466092 | 322948 | 224241 | 390986 | 352325 | -135816 |
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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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