Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108767.4404 | 57325.2098 | 51442.2306 | 136373.9753 | 94469.1914 | 41904.7839 |
Total P&L (%) | 108.7674 | 57.3252 | 51.4422 | 136.374 | 94.4692 | 41.9048 |
Avg Daily Profit (%) | 0.4177 | 0.2201 | 0.1975 | 0.3309 | 0.2557 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51221 | -25846 | -30342 | -96901 | -51639 | -71592 |
Profit Factor | 1.5516 | 1.6324 | 1.4828 | 1.3555 | 1.5788 | 1.1901 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 59 | 60 | 58 | 59 | 60 | 58 |
Ratio Avg Win / Avg Loss | 1.0782 | 1.0883 | 1.0737 | 0.9419 | 1.0525 | 0.8618 |
Largest Winning Trade | 32220 | 12515 | 32220 | 39734 | 23272 | 39734 |
Largest Losing Trade | -16280 | -12989 | -16280 | -46371 | -27979 | -46371 |
Avg Bars in Trades | 240 | 237 | 242 | 240 | 237 | 242 |
Avg Bars in Winners | 214 | 215 | 212 | 214 | 215 | 212 |
Avg Bars in Losers | 278 | 270 | 285 | 278 | 270 | 285 |
Bars Traded | 24032 | 11891 | 12141 | 24032 | 11891 | 12141 |
Profit Streak | 0 | 15.1682 | 0 | 0 | 15.1682 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401040 | -169738 | -172850 | 271200 | -168781 | -209029 |
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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) |
---|