Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71472.984 | 1336.9434 | 70136.0406 | 83344.3011 | -7938.0798 | 91282.3809 |
Total P&L (%) | 71.473 | 1.3369 | 70.136 | 83.3443 | -7.9381 | 91.2824 |
Avg Daily Profit (%) | 0.2745 | 0.0051 | 0.2693 | 0.233 | -0.0318 | 0.2494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49042 | -39739 | -19492 | -70834 | -60336 | -26416 |
Profit Factor | 1.5608 | 1.02 | 2.1564 | 1.4484 | 0.9196 | 2.0472 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 56.9892 | 54.3478 | 59.5745 | 56.9892 | 54.3478 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.178 | 0.8568 | 1.4633 | 1.0932 | 0.7724 | 1.3891 |
Largest Winning Trade | 12706 | 9035 | 12706 | 18421 | 9852 | 18421 |
Largest Losing Trade | -16215 | -9594 | -16215 | -21132 | -14811 | -21132 |
Avg Bars in Trades | 261 | 185 | 335 | 261 | 185 | 335 |
Avg Bars in Winners | 214 | 135 | 284 | 214 | 135 | 284 |
Avg Bars in Losers | 322 | 244 | 409 | 322 | 244 | 409 |
Bars Traded | 24275 | 8525 | 15750 | 24275 | 8525 | 15750 |
Profit Streak | 24.8561 | 24.8561 | 30.1478 | 24.8561 | 24.8561 | 30.1478 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404560 | -551648 | 456022 | 367098 | -580510 | 442292 |
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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) |
---|