Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69465.616 | 44333.4368 | 25132.1791 | 65402.79 | 36467.1035 | 28935.6865 |
Total P&L (%) | 69.4656 | 44.3334 | 25.1322 | 65.4028 | 36.4671 | 28.9357 |
Avg Daily Profit (%) | 0.2667 | 0.1702 | 0.0965 | 0.1934 | 0.1195 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39289 | -31380 | -31634 | -38236 | -35338 | -32395 |
Profit Factor | 1.2453 | 1.2899 | 1.1929 | 1.222 | 1.2328 | 1.2097 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Losing Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Profitability (%) | 55 | 55.3846 | 54.6154 | 55 | 55.3846 | 54.6154 |
Ratio Avg Win / Avg Loss | 1.0189 | 1.0391 | 0.9913 | 0.9998 | 0.9931 | 1.0053 |
Largest Winning Trade | 14234 | 14234 | 8443 | 12800 | 12800 | 11966 |
Largest Losing Trade | -26446 | -26446 | -10119 | -28219 | -28219 | -10952 |
Avg Bars in Trades | 95 | 88 | 101 | 95 | 88 | 101 |
Avg Bars in Winners | 92 | 89 | 95 | 92 | 89 | 95 |
Avg Bars in Losers | 98 | 87 | 110 | 98 | 87 | 110 |
Bars Traded | 24710 | 11467 | 13243 | 24710 | 11467 | 13243 |
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 | 306655 | 167214 | -78661 | 209218 | -38961 | -67302 |
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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) |
---|