Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131055.7922 | 67708.8769 | 63346.9154 | 166912.9768 | 59511.6499 | 107401.3269 |
Total P&L (%) | 131.0558 | 67.7089 | 63.3469 | 166.913 | 59.5117 | 107.4013 |
Avg Daily Profit (%) | 1.5097 | 0.78 | 0.7297 | 1.1373 | 0.5393 | 0.8439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46309 | -31165 | -23161 | -121405 | -82040 | -60706 |
Profit Factor | 1.8395 | 1.7699 | 1.9293 | 1.4946 | 1.3217 | 1.7046 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 41.4141 | 30.6122 | 52 | 41.4141 | 30.6122 | 52 |
Ratio Avg Win / Avg Loss | 2.6022 | 4.0118 | 1.7809 | 2.1144 | 2.9958 | 1.5735 |
Largest Winning Trade | 53408 | 53408 | 19410 | 81399 | 81399 | 43388 |
Largest Losing Trade | -15834 | -9814 | -15834 | -37728 | -24574 | -37728 |
Avg Bars in Trades | 248 | 213 | 283 | 248 | 213 | 283 |
Avg Bars in Winners | 407 | 395 | 413 | 407 | 395 | 413 |
Avg Bars in Losers | 137 | 133 | 141 | 137 | 133 | 141 |
Bars Traded | 24640 | 10478 | 14162 | 24640 | 10478 | 14162 |
Profit Streak | 1.298 | 0 | 1.7702 | 1.298 | 0 | 1.7702 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329487 | 230092 | -168653 | 278034 | 63343 | -168004 |
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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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