Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123974.1853 | 54317.671 | 69656.5144 | 186007.9706 | 133751.276 | 52256.6947 |
Total P&L (%) | 123.9742 | 54.3177 | 69.6565 | 186.008 | 133.7513 | 52.2567 |
Avg Daily Profit (%) | 0.4761 | 0.2086 | 0.2675 | 0.4043 | 0.3266 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28343 | -18283 | -29993 | -97767 | -26585 | -102480 |
Profit Factor | 1.9091 | 2.0564 | 1.82 | 1.5628 | 2.3923 | 1.2229 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 64.2857 | 61.9048 | 66.6667 | 64.2857 | 61.9048 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0606 | 1.2655 | 0.91 | 0.8682 | 1.4722 | 0.6115 |
Largest Winning Trade | 16442 | 11006 | 16442 | 27783 | 27783 | 24326 |
Largest Losing Trade | -24701 | -15003 | -24701 | -90894 | -22376 | -90894 |
Avg Bars in Trades | 290 | 308 | 272 | 290 | 308 | 272 |
Avg Bars in Winners | 227 | 258 | 199 | 227 | 258 | 199 |
Avg Bars in Losers | 404 | 390 | 419 | 404 | 390 | 419 |
Bars Traded | 24417 | 12966 | 11451 | 24417 | 12966 | 11451 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484305 | 346962 | 347697 | 372580 | 444243 | 175104 |
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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) |
---|