Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27794.2058 | 14987.3477 | 12806.858 | 29257.3817 | 15333.8763 | 13923.5054 |
Total P&L (%) | 27.7942 | 14.9873 | 12.8069 | 29.2574 | 15.3339 | 13.9235 |
Avg Daily Profit (%) | 0.5337 | 0.2878 | 0.2459 | 0.494 | 0.2743 | 0.2506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20475 | -7346 | -14388 | -29825 | -10305 | -21529 |
Profit Factor | 1.6085 | 1.6848 | 1.5383 | 1.4598 | 1.5131 | 1.4126 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 50 | 46 | 54 | 50 | 46 | 54 |
Ratio Avg Win / Avg Loss | 1.6085 | 1.9778 | 1.3104 | 1.4598 | 1.7763 | 1.2033 |
Largest Winning Trade | 11789 | 11789 | 7820 | 11896 | 11896 | 11093 |
Largest Losing Trade | -3809 | -3809 | -3311 | -5119 | -5119 | -5080 |
Avg Bars in Trades | 240 | 217 | 262 | 240 | 217 | 262 |
Avg Bars in Winners | 250 | 229 | 269 | 250 | 229 | 269 |
Avg Bars in Losers | 229 | 207 | 254 | 229 | 207 | 254 |
Bars Traded | 24009 | 10884 | 13125 | 24009 | 10884 | 13125 |
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 | 313118 | -182442 | -250215 | 224156 | -182913 | -216481 |
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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) |
---|