Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49550.29 | 30286.2989 | 19263.991 | 58233.2821 | 35829.9538 | 22403.3282 |
Total P&L (%) | 49.5503 | 30.2863 | 19.264 | 58.2333 | 35.83 | 22.4033 |
Avg Daily Profit (%) | 0.5708 | 0.3489 | 0.2219 | 0.53 | 0.3534 | 0.2331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15980 | -11654 | -13272 | -19924 | -14520 | -16209 |
Profit Factor | 1.4498 | 1.6041 | 1.3209 | 1.4157 | 1.564 | 1.2926 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 53.886 | 56.25 | 51.5464 | 53.886 | 56.25 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.2407 | 1.2476 | 1.2416 | 1.2115 | 1.2164 | 1.2151 |
Largest Winning Trade | 8576 | 7268 | 8576 | 10253 | 8429 | 10253 |
Largest Losing Trade | -4507 | -3219 | -4507 | -6681 | -4173 | -6681 |
Avg Bars in Trades | 126 | 129 | 124 | 126 | 129 | 124 |
Avg Bars in Winners | 136 | 131 | 141 | 136 | 131 | 141 |
Avg Bars in Losers | 115 | 127 | 105 | 115 | 127 | 105 |
Bars Traded | 24480 | 12433 | 12047 | 24480 | 12433 | 12047 |
Profit Streak | 0 | 4.6259 | 0 | 0 | 4.6259 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369412 | 249887 | -1123 | 360570 | 260806 | 22135 |
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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) |
---|