Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50145.1838 | 26779.7192 | 23365.4646 | 55359.5058 | 28035.801 | 27323.7048 |
Total P&L (%) | 50.1452 | 26.7797 | 23.3655 | 55.3595 | 28.0358 | 27.3237 |
Avg Daily Profit (%) | 0.5776 | 0.3085 | 0.2692 | 0.5088 | 0.2851 | 0.2787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15130 | -13548 | -9322 | -18952 | -12710 | -13168 |
Profit Factor | 1.6389 | 1.6957 | 1.5842 | 1.5631 | 1.5835 | 1.5436 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 44.3182 | 50 | 38.6364 | 44.3182 | 50 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.0591 | 1.6957 | 2.5161 | 1.9639 | 1.5835 | 2.4516 |
Largest Winning Trade | 20189 | 20189 | 9960 | 19304 | 19304 | 14077 |
Largest Losing Trade | -4717 | -4717 | -4580 | -8200 | -8200 | -7374 |
Avg Bars in Trades | 276 | 273 | 278 | 276 | 273 | 278 |
Avg Bars in Winners | 427 | 363 | 509 | 427 | 363 | 509 |
Avg Bars in Losers | 155 | 183 | 133 | 155 | 183 | 133 |
Bars Traded | 24294 | 12026 | 12268 | 24294 | 12026 | 12268 |
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 | 323459 | 243128 | 16883 | 293977 | 219678 | 47541 |
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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) |
---|