Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70792.2532 | 36420.5909 | 34371.6623 | 88035.6249 | 39633.4723 | 48402.1526 |
Total P&L (%) | 70.7923 | 36.4206 | 34.3717 | 88.0356 | 39.6335 | 48.4022 |
Avg Daily Profit (%) | 0.8155 | 0.4195 | 0.3959 | 0.7301 | 0.3853 | 0.4558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22471 | -12812 | -18778 | -29180 | -17525 | -24016 |
Profit Factor | 2.0453 | 2.1299 | 1.9685 | 1.9666 | 1.8947 | 2.0346 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 61.5385 | 60 | 63.0435 | 61.5385 | 60 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.2783 | 1.4199 | 1.1539 | 1.2291 | 1.2631 | 1.1927 |
Largest Winning Trade | 18220 | 18220 | 16939 | 26643 | 18266 | 26643 |
Largest Losing Trade | -15362 | -7575 | -15362 | -20235 | -10312 | -20235 |
Avg Bars in Trades | 271 | 261 | 282 | 271 | 261 | 282 |
Avg Bars in Winners | 238 | 214 | 260 | 238 | 214 | 260 |
Avg Bars in Losers | 325 | 330 | 319 | 325 | 330 | 319 |
Bars Traded | 24727 | 11751 | 12976 | 24727 | 11751 | 12976 |
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 | 551920 | 335251 | 324694 | 524445 | 318662 | 392596 |
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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) |
---|