Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51216.1695 | 34093.2571 | 17122.9124 | 59209.682 | 35224.229 | 23985.453 |
Total P&L (%) | 51.2162 | 34.0933 | 17.1229 | 59.2097 | 35.2242 | 23.9855 |
Avg Daily Profit (%) | 0.59 | 0.3927 | 0.1972 | 0.5372 | 0.3482 | 0.248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28986 | -15829 | -17424 | -44766 | -26038 | -25676 |
Profit Factor | 1.6059 | 1.851 | 1.3851 | 1.4605 | 1.563 | 1.3634 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 44.5455 | 49.0909 | 40 | 44.5455 | 49.0909 | 40 |
Ratio Avg Win / Avg Loss | 1.9992 | 1.9196 | 2.0776 | 1.8182 | 1.6209 | 2.045 |
Largest Winning Trade | 12125 | 12125 | 7917 | 14991 | 14991 | 11361 |
Largest Losing Trade | -5344 | -3556 | -5344 | -7355 | -5355 | -7355 |
Avg Bars in Trades | 219 | 231 | 208 | 219 | 231 | 208 |
Avg Bars in Winners | 377 | 391 | 360 | 377 | 391 | 360 |
Avg Bars in Losers | 92 | 76 | 107 | 92 | 76 | 107 |
Bars Traded | 24190 | 12711 | 11479 | 24190 | 12711 | 11479 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322781 | -172043 | -185385 | 294612 | -173312 | -180509 |
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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) |
---|