Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90182.1777 | 35041.1556 | 55141.0221 | 83905.0549 | 26075.7916 | 57829.2633 |
Total P&L (%) | 90.1822 | 35.0412 | 55.141 | 83.9051 | 26.0758 | 57.8293 |
Avg Daily Profit (%) | 0.3463 | 0.1346 | 0.2117 | 0.2342 | 0.089 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67847 | -24675 | -60143 | -71236 | -30875 | -63410 |
Profit Factor | 1.4347 | 1.3354 | 1.5354 | 1.3486 | 1.2139 | 1.4869 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 70.5882 | 71.4286 | 69.7674 | 70.5882 | 71.4286 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.5978 | 0.5341 | 0.6654 | 0.5619 | 0.4856 | 0.6443 |
Largest Winning Trade | 17036 | 9885 | 17036 | 17450 | 10057 | 17450 |
Largest Losing Trade | -34789 | -22420 | -34789 | -37956 | -24790 | -37956 |
Avg Bars in Trades | 282 | 287 | 277 | 282 | 287 | 277 |
Avg Bars in Winners | 167 | 180 | 154 | 167 | 180 | 154 |
Avg Bars in Losers | 558 | 554 | 562 | 558 | 554 | 562 |
Bars Traded | 23990 | 12057 | 11933 | 23990 | 12057 | 11933 |
Profit Streak | 3.8948 | 10.7385 | 3.8948 | 3.8948 | 10.7385 | 3.8948 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377783 | -14906 | 286087 | 324372 | -77165 | 270677 |
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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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