Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83108.8548 | 50519.18 | 32589.6749 | 83583.4831 | 56480.2781 | 27103.205 |
Total P&L (%) | 83.1089 | 50.5192 | 32.5897 | 83.5835 | 56.4803 | 27.1032 |
Avg Daily Profit (%) | 0.5983 | 0.3637 | 0.2346 | 0.4383 | 0.3229 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55155 | -33568 | -47608 | -71415 | -30413 | -60301 |
Profit Factor | 1.2933 | 1.408 | 1.2042 | 1.2572 | 1.4066 | 1.1457 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 47.7833 | 45.5446 | 50 | 47.7833 | 45.5446 | 50 |
Ratio Avg Win / Avg Loss | 1.4132 | 1.6835 | 1.2042 | 1.3739 | 1.6818 | 1.1457 |
Largest Winning Trade | 24594 | 24594 | 13629 | 29007 | 29007 | 16203 |
Largest Losing Trade | -18659 | -9656 | -18659 | -20284 | -9110 | -20284 |
Avg Bars in Trades | 64 | 62 | 65 | 64 | 62 | 65 |
Avg Bars in Winners | 83 | 82 | 84 | 83 | 82 | 84 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 13050 | 6342 | 6708 | 13050 | 6342 | 6708 |
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 | 341543 | 207995 | 88948 | 284385 | 209424 | -58318 |
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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) |
---|