Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50062.3632 | 44622.7082 | 5439.655 | 39477.7736 | 46264.2523 | -6786.4788 |
Total P&L (%) | 50.0624 | 44.6227 | 5.4397 | 39.4778 | 46.2643 | -6.7865 |
Avg Daily Profit (%) | 0.1922 | 0.1713 | 0.0209 | 0.1279 | 0.1461 | -0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18320 | -28403 | -27221 | -18405 | -25873 | -27408 |
Profit Factor | 1.2985 | 1.6827 | 1.0532 | 1.2455 | 1.8061 | 0.9344 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 72.9412 | 71.4286 | 74.4186 | 72.9412 | 71.4286 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.4817 | 0.6731 | 0.362 | 0.462 | 0.7224 | 0.3212 |
Largest Winning Trade | 9512 | 9512 | 8091 | 10991 | 10991 | 6841 |
Largest Losing Trade | -27414 | -11983 | -27414 | -27414 | -10379 | -27414 |
Avg Bars in Trades | 280 | 285 | 274 | 280 | 285 | 274 |
Avg Bars in Winners | 157 | 166 | 149 | 157 | 166 | 149 |
Avg Bars in Losers | 609 | 582 | 637 | 609 | 582 | 637 |
Bars Traded | 23804 | 11998 | 11806 | 23804 | 11998 | 11806 |
Profit Streak | 8.1306 | 49.8494 | 8.1306 | 8.1306 | 49.8494 | 8.1306 |
Trades During Streak | 2 | 10 | 1 | 2 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282479 | 326918 | -491959 | -23311 | 147889 | -578283 |
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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) |
---|