Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69748.5137 | 21588.2315 | 48160.2822 | 78406.7266 | 25586.9491 | 52819.7774 |
Total P&L (%) | 69.7485 | 21.5882 | 48.1603 | 78.4067 | 25.5869 | 52.8198 |
Avg Daily Profit (%) | 0.2678 | 0.0829 | 0.1849 | 0.2225 | 0.0875 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23742 | -19151 | -18648 | -31902 | -25288 | -23309 |
Profit Factor | 1.5031 | 1.3388 | 1.6428 | 1.4231 | 1.3045 | 1.5214 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 62.1053 | 61.7021 | 62.5 | 62.1053 | 61.7021 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9171 | 0.831 | 0.9857 | 0.8683 | 0.8097 | 0.9128 |
Largest Winning Trade | 12485 | 7735 | 12485 | 14958 | 8916 | 14958 |
Largest Losing Trade | -18496 | -18496 | -13050 | -24087 | -24087 | -20501 |
Avg Bars in Trades | 254 | 282 | 226 | 254 | 282 | 226 |
Avg Bars in Winners | 216 | 235 | 198 | 216 | 235 | 198 |
Avg Bars in Losers | 316 | 359 | 273 | 316 | 359 | 273 |
Bars Traded | 24159 | 13290 | 10868 | 24159 | 13290 | 10868 |
Profit Streak | 22.566 | 22.566 | 25.4827 | 22.566 | 22.566 | 25.4827 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353533 | -88207 | 291835 | 322607 | -79923 | 277463 |
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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) |
---|