Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43504.525 | 22346.8552 | 21157.6698 | 51690.4756 | 26796.8077 | 24893.668 |
Total P&L (%) | 43.5045 | 22.3469 | 21.1577 | 51.6905 | 26.7968 | 24.8937 |
Avg Daily Profit (%) | 0.8353 | 0.4291 | 0.4063 | 0.8033 | 0.4569 | 0.4277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6243 | -5288 | -7668 | -9080 | -7493 | -12125 |
Profit Factor | 2.8076 | 2.9088 | 2.7117 | 2.4683 | 2.5844 | 2.361 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 56.8966 | 58.6207 | 55.1724 | 56.8966 | 58.6207 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.127 | 2.0533 | 2.2032 | 1.8699 | 1.8243 | 1.9183 |
Largest Winning Trade | 10325 | 10325 | 6648 | 11409 | 11409 | 9943 |
Largest Losing Trade | -3223 | -3211 | -3223 | -5182 | -4626 | -5182 |
Avg Bars in Trades | 423 | 436 | 411 | 423 | 436 | 411 |
Avg Bars in Winners | 466 | 470 | 462 | 466 | 470 | 462 |
Avg Bars in Losers | 367 | 388 | 347 | 367 | 388 | 347 |
Bars Traded | 24587 | 12664 | 11923 | 24587 | 12664 | 11923 |
Profit Streak | 0 | 3.2428 | 0 | 0 | 3.2428 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164156 | 294234 | 261962 | -164427 | 349678 | 323876 |
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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) |
---|