Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148316.835 | 81216.3724 | 67100.4626 | 230720.72 | 134035.6484 | 96685.0716 |
Total P&L (%) | 148.3168 | 81.2164 | 67.1005 | 230.7207 | 134.0356 | 96.6851 |
Avg Daily Profit (%) | 0.5695 | 0.3119 | 0.2577 | 0.4604 | 0.327 | 0.2601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33600 | -21235 | -45013 | -78585 | -48288 | -90897 |
Profit Factor | 1.7904 | 1.8441 | 1.7339 | 1.5745 | 1.6787 | 1.4736 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 52.2222 | 53.3333 | 51.1111 | 52.2222 | 53.3333 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.638 | 1.6136 | 1.6585 | 1.4405 | 1.4689 | 1.4095 |
Largest Winning Trade | 26141 | 24709 | 26141 | 42953 | 42953 | 31290 |
Largest Losing Trade | -24384 | -16761 | -24384 | -52864 | -37483 | -52864 |
Avg Bars in Trades | 272 | 297 | 248 | 272 | 297 | 248 |
Avg Bars in Winners | 278 | 306 | 248 | 278 | 306 | 248 |
Avg Bars in Losers | 267 | 287 | 247 | 267 | 287 | 247 |
Bars Traded | 24555 | 13390 | 11165 | 24555 | 13390 | 11165 |
Profit Streak | 8.538 | 9.5589 | 8.538 | 8.538 | 9.5589 | 8.538 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519500 | 426406 | 384936 | 427062 | 379586 | 315534 |
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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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