Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64368.9814 | 34713.0919 | 29655.8896 | 72086.0258 | 41310.0866 | 30775.9392 |
Total P&L (%) | 64.369 | 34.7131 | 29.6559 | 72.086 | 41.3101 | 30.7759 |
Avg Daily Profit (%) | 0.7415 | 0.3999 | 0.3416 | 0.6273 | 0.3991 | 0.3096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16057 | -9893 | -12392 | -17210 | -9922 | -13477 |
Profit Factor | 1.8722 | 2.1008 | 1.7016 | 1.9383 | 2.2557 | 1.7006 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 68.9655 | 69.7674 | 68.1818 | 68.9655 | 69.7674 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.8425 | 0.9104 | 0.7941 | 0.8722 | 0.9775 | 0.7936 |
Largest Winning Trade | 31329 | 23713 | 31329 | 31901 | 31712 | 31901 |
Largest Losing Trade | -11203 | -6127 | -11203 | -11547 | -6762 | -11547 |
Avg Bars in Trades | 282 | 276 | 289 | 282 | 276 | 289 |
Avg Bars in Winners | 149 | 139 | 160 | 149 | 139 | 160 |
Avg Bars in Losers | 578 | 591 | 566 | 578 | 591 | 566 |
Bars Traded | 24609 | 11874 | 12735 | 24609 | 11874 | 12735 |
Profit Streak | 4.8742 | 4.8742 | 7.8846 | 4.8742 | 4.8742 | 7.8846 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549487 | 360507 | 297298 | 532450 | 392145 | 290953 |
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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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