Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64061.5956 | 15261.3828 | 48800.2128 | 69300.8697 | 16506.1164 | 52794.7533 |
Total P&L (%) | 64.0616 | 15.2614 | 48.8002 | 69.3009 | 16.5061 | 52.7948 |
Avg Daily Profit (%) | 0.738 | 0.1758 | 0.5622 | 0.6083 | 0.1761 | 0.4895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25863 | -15764 | -16725 | -32233 | -20015 | -18142 |
Profit Factor | 1.5594 | 1.2629 | 1.8642 | 1.5196 | 1.2399 | 1.8178 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 55.914 | 53.1915 | 58.6957 | 55.914 | 53.1915 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.2295 | 1.1114 | 1.3118 | 1.1982 | 1.0911 | 1.2792 |
Largest Winning Trade | 31620 | 12793 | 31620 | 36059 | 19202 | 36059 |
Largest Losing Trade | -14259 | -11263 | -14259 | -15065 | -14113 | -15065 |
Avg Bars in Trades | 265 | 265 | 265 | 265 | 265 | 265 |
Avg Bars in Winners | 263 | 260 | 266 | 263 | 260 | 266 |
Avg Bars in Losers | 268 | 272 | 264 | 268 | 272 | 264 |
Bars Traded | 24687 | 12487 | 12201 | 24687 | 12487 | 12201 |
Profit Streak | 5.4117 | 5.4672 | 5.4117 | 5.4117 | 5.4672 | 5.4117 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513066 | -2630 | 436881 | 477012 | -1938 | 421859 |
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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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