Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60863.406 | 37767.2471 | 23096.1589 | 70196.0597 | 38938.8177 | 31257.2419 |
Total P&L (%) | 60.8634 | 37.7672 | 23.0962 | 70.1961 | 38.9388 | 31.2572 |
Avg Daily Profit (%) | 0.7011 | 0.4351 | 0.2661 | 0.6145 | 0.3796 | 0.3138 |
Buy And Hold Return (%) | 14.4691 | 14.4691 | 14.4691 | 14.4691 | 14.4691 | 14.4691 |
Max Trade Drawdown | -13067 | -13494 | -9025 | -18038 | -16963 | -11540 |
Profit Factor | 1.6774 | 1.7764 | 1.5605 | 1.5562 | 1.5748 | 1.5347 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 47.619 | 46.1538 | 49.0566 | 47.619 | 46.1538 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.8451 | 2.0724 | 1.6205 | 1.7119 | 1.8373 | 1.5937 |
Largest Winning Trade | 23130 | 23130 | 11092 | 23699 | 23699 | 15284 |
Largest Losing Trade | -5624 | -5450 | -5624 | -7229 | -7229 | -7053 |
Avg Bars in Trades | 228 | 231 | 225 | 228 | 231 | 225 |
Avg Bars in Winners | 321 | 337 | 307 | 321 | 337 | 307 |
Avg Bars in Losers | 143 | 141 | 145 | 143 | 141 | 145 |
Bars Traded | 23977 | 12052 | 11925 | 23977 | 12052 | 11925 |
Profit Streak | 2.2072 | 2.8218 | 2.2072 | 2.2072 | 2.8218 | 2.2072 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325109 | -175272 | -182862 | 304087 | -176168 | -178851 |
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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) |
---|