Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61973.9493 | 11243.9905 | 50729.9588 | 57734.1377 | 9860.3958 | 47873.7419 |
Total P&L (%) | 61.9739 | 11.244 | 50.73 | 57.7341 | 9.8604 | 47.8737 |
Avg Daily Profit (%) | 0.238 | 0.0432 | 0.1948 | 0.1752 | 0.0361 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26307 | -22154 | -26082 | -39966 | -28302 | -37721 |
Profit Factor | 1.2993 | 1.0896 | 1.6218 | 1.215 | 1.0631 | 1.4264 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 64.8276 | 57.5342 | 72.2222 | 64.8276 | 57.5342 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.705 | 0.8043 | 0.6238 | 0.6592 | 0.7847 | 0.5486 |
Largest Winning Trade | 13392 | 13392 | 12380 | 12461 | 11888 | 12461 |
Largest Losing Trade | -19956 | -19956 | -19391 | -28133 | -20728 | -28133 |
Avg Bars in Trades | 169 | 177 | 161 | 169 | 177 | 161 |
Avg Bars in Winners | 102 | 86 | 116 | 102 | 86 | 116 |
Avg Bars in Losers | 292 | 300 | 280 | 292 | 300 | 280 |
Bars Traded | 24583 | 12923 | 11660 | 24583 | 12923 | 11660 |
Profit Streak | 5.313 | 5.313 | 17.4588 | 5.313 | 5.313 | 17.4588 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302417 | -456834 | -69530 | 254354 | -534137 | -71250 |
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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) |
---|