Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62031.1348 | 38472.4711 | 23558.6637 | 63269.8993 | 31562.5104 | 31707.3889 |
Total P&L (%) | 62.0311 | 38.4725 | 23.5587 | 63.2699 | 31.5625 | 31.7074 |
Avg Daily Profit (%) | 0.7146 | 0.4432 | 0.2714 | 0.5663 | 0.3165 | 0.3178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31972 | -28139 | -8959 | -48733 | -43855 | -14151 |
Profit Factor | 1.4863 | 1.4967 | 1.4702 | 1.359 | 1.2746 | 1.5171 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 74.7573 | 72.549 | 76.9231 | 74.7573 | 72.549 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.5019 | 0.5663 | 0.4411 | 0.4589 | 0.4823 | 0.4551 |
Largest Winning Trade | 8702 | 8702 | 6175 | 10230 | 10230 | 6836 |
Largest Losing Trade | -26753 | -15154 | -26753 | -26753 | -23095 | -26753 |
Avg Bars in Trades | 232 | 329 | 136 | 232 | 329 | 136 |
Avg Bars in Winners | 155 | 224 | 91 | 155 | 224 | 91 |
Avg Bars in Losers | 458 | 605 | 287 | 458 | 605 | 287 |
Bars Traded | 23897 | 16787 | 7110 | 23897 | 16787 | 7110 |
Profit Streak | 6.7391 | 12.5897 | 6.7391 | 6.7391 | 12.5897 | 6.7391 |
Trades During Streak | 10 | 9 | 5 | 10 | 9 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526082 | -170380 | -173660 | 455431 | -173434 | -171419 |
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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) |
---|