Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90510.35 | 53463.992 | 37046.3579 | 101639.961 | 74086.3702 | 27553.5908 |
Total P&L (%) | 90.5104 | 53.464 | 37.0464 | 101.64 | 74.0864 | 27.5536 |
Avg Daily Profit (%) | 0.6516 | 0.3849 | 0.2667 | 0.5061 | 0.3999 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32984 | -17087 | -37418 | -49360 | -23251 | -51370 |
Profit Factor | 1.571 | 1.8886 | 1.3767 | 1.4843 | 2.0005 | 1.2029 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 75 | 67.2414 | 82.7586 | 75 | 67.2414 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.5237 | 0.9201 | 0.2868 | 0.4948 | 0.9746 | 0.2506 |
Largest Winning Trade | 12938 | 8256 | 12938 | 15378 | 15378 | 14934 |
Largest Losing Trade | -31510 | -12624 | -31510 | -41170 | -13902 | -41170 |
Avg Bars in Trades | 111 | 109 | 114 | 111 | 109 | 114 |
Avg Bars in Winners | 72 | 65 | 77 | 72 | 65 | 77 |
Avg Bars in Losers | 229 | 199 | 287 | 229 | 199 | 287 |
Bars Traded | 12977 | 6360 | 6617 | 12977 | 6360 | 6617 |
Profit Streak | 130.4174 | 130.4174 | 139.6466 | 130.4174 | 130.4174 | 139.6466 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539399 | -169735 | -171609 | 475587 | -168289 | -174295 |
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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) |
---|