Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57120.3017 | 35429.0263 | 21691.2754 | 36140.0473 | 30702.1136 | 5437.9337 |
Total P&L (%) | 57.1203 | 35.429 | 21.6913 | 36.14 | 30.7021 | 5.4379 |
Avg Daily Profit (%) | 0.4112 | 0.2551 | 0.1562 | 0.2223 | 0.1929 | 0.0381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47562 | -23975 | -48608 | -48755 | -24777 | -49496 |
Profit Factor | 1.3321 | 1.5732 | 1.1969 | 1.2164 | 1.5335 | 1.0497 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 71.875 | 68.75 | 75 | 71.875 | 68.75 | 75 |
Ratio Avg Win / Avg Loss | 0.5213 | 0.7151 | 0.399 | 0.476 | 0.697 | 0.3499 |
Largest Winning Trade | 10638 | 8348 | 10638 | 10150 | 6629 | 10150 |
Largest Losing Trade | -40333 | -16932 | -40333 | -39198 | -15938 | -39198 |
Avg Bars in Trades | 135 | 129 | 141 | 135 | 129 | 141 |
Avg Bars in Winners | 95 | 95 | 95 | 95 | 95 | 95 |
Avg Bars in Losers | 236 | 203 | 278 | 236 | 203 | 278 |
Bars Traded | 12998 | 6209 | 6789 | 12998 | 6209 | 6789 |
Profit Streak | 0 | 0 | 146.2604 | 0 | 0 | 146.2604 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315682 | 226353 | -1167 | 170682 | 183389 | -472289 |
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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) |
---|