Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55061.6558 | 36984.3207 | 18077.3351 | 61245.9343 | 40005.3845 | 21240.5499 |
Total P&L (%) | 55.0617 | 36.9843 | 18.0773 | 61.2459 | 40.0054 | 21.2406 |
Avg Daily Profit (%) | 0.6343 | 0.426 | 0.2082 | 0.5519 | 0.3884 | 0.2221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23040 | -16037 | -15822 | -37017 | -26279 | -24057 |
Profit Factor | 1.5404 | 1.7005 | 1.3682 | 1.4015 | 1.5071 | 1.2884 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 47.9167 | 50 | 45.8333 | 47.9167 | 50 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.6743 | 1.7005 | 1.617 | 1.5234 | 1.5071 | 1.5226 |
Largest Winning Trade | 19844 | 19844 | 11912 | 22226 | 22226 | 17908 |
Largest Losing Trade | -5299 | -5299 | -5097 | -9061 | -9061 | -8683 |
Avg Bars in Trades | 252 | 278 | 225 | 252 | 278 | 225 |
Avg Bars in Winners | 379 | 421 | 334 | 379 | 421 | 334 |
Avg Bars in Losers | 134 | 135 | 133 | 134 | 135 | 133 |
Bars Traded | 24201 | 13368 | 10833 | 24201 | 13368 | 10833 |
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 | 378002 | 303376 | -2345 | 336931 | 274047 | -606 |
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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) |
---|