Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47544.7881 | 5207.0735 | 42337.7146 | 33028.5601 | -1109.1208 | 34137.6809 |
Total P&L (%) | 47.5448 | 5.2071 | 42.3377 | 33.0286 | -1.1091 | 34.1377 |
Avg Daily Profit (%) | 0.1826 | 0.02 | 0.1626 | 0.1097 | -0.0043 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39289 | -35700 | -34236 | -48289 | -40251 | -40955 |
Profit Factor | 1.3202 | 1.0648 | 1.6217 | 1.2109 | 0.987 | 1.4783 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 71.4286 | 65.7143 | 77.1429 | 71.4286 | 65.7143 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.5281 | 0.5555 | 0.4805 | 0.4844 | 0.515 | 0.438 |
Largest Winning Trade | 17613 | 9574 | 17613 | 16266 | 10400 | 16266 |
Largest Losing Trade | -30426 | -22616 | -30426 | -32878 | -25176 | -32878 |
Avg Bars in Trades | 335 | 365 | 304 | 335 | 365 | 304 |
Avg Bars in Winners | 181 | 171 | 191 | 181 | 171 | 191 |
Avg Bars in Losers | 718 | 737 | 689 | 718 | 737 | 689 |
Bars Traded | 23465 | 12793 | 10672 | 23465 | 12793 | 10672 |
Profit Streak | 37.264 | 44.3265 | 37.264 | 37.264 | 44.3265 | 37.264 |
Trades During Streak | 11 | 8 | 5 | 11 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90942 | -480614 | 332224 | -146979 | -578520 | -41937 |
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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) |
---|