Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66610.4354 | 46064.1466 | 20546.2887 | 53374.8399 | 38176.7728 | 15198.0672 |
Total P&L (%) | 66.6104 | 46.0641 | 20.5463 | 53.3748 | 38.1768 | 15.1981 |
Avg Daily Profit (%) | 0.2558 | 0.1769 | 0.0789 | 0.1644 | 0.1242 | 0.0543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36713 | -41983 | -41379 | -61270 | -72380 | -72388 |
Profit Factor | 1.2935 | 1.408 | 1.1801 | 1.1463 | 1.2057 | 1.0848 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 68 | 66 | 70 | 68 | 66 | 70 |
Ratio Avg Win / Avg Loss | 0.6087 | 0.7254 | 0.5058 | 0.5394 | 0.6211 | 0.4649 |
Largest Winning Trade | 20239 | 20239 | 13128 | 24710 | 24710 | 14168 |
Largest Losing Trade | -19670 | -19670 | -18841 | -34595 | -34595 | -26604 |
Avg Bars in Trades | 243 | 244 | 241 | 243 | 244 | 241 |
Avg Bars in Winners | 128 | 108 | 147 | 128 | 108 | 147 |
Avg Bars in Losers | 486 | 510 | 459 | 486 | 510 | 459 |
Bars Traded | 24312 | 12237 | 12075 | 24312 | 12237 | 12075 |
Profit Streak | 9.5197 | 0 | 13.103 | 9.5197 | 0 | 13.103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302276 | -174558 | -296484 | -52936 | -211064 | -437625 |
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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) |
---|