Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49300.9107 | 18923.1422 | 30377.7685 | 58680.4999 | 19966.5475 | 38713.9524 |
Total P&L (%) | 49.3009 | 18.9231 | 30.3778 | 58.6805 | 19.9665 | 38.714 |
Avg Daily Profit (%) | 0.9466 | 0.3633 | 0.5833 | 0.8905 | 0.3502 | 0.6303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19086 | -21121 | -9945 | -28942 | -31548 | -14041 |
Profit Factor | 1.63 | 1.4315 | 1.8831 | 1.5257 | 1.3144 | 1.8046 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 71.1864 | 71.1864 | 71.1864 | 71.1864 | 71.1864 | 71.1864 |
Ratio Avg Win / Avg Loss | 0.6598 | 0.5794 | 0.7622 | 0.6176 | 0.532 | 0.7304 |
Largest Winning Trade | 4552 | 4264 | 4552 | 6846 | 6254 | 6846 |
Largest Losing Trade | -8421 | -8421 | -5959 | -13241 | -13241 | -8397 |
Avg Bars in Trades | 199 | 202 | 197 | 199 | 202 | 197 |
Avg Bars in Winners | 111 | 91 | 132 | 111 | 91 | 132 |
Avg Bars in Losers | 416 | 475 | 356 | 416 | 475 | 356 |
Bars Traded | 23551 | 11922 | 11629 | 23551 | 11922 | 11629 |
Profit Streak | 0 | 10.7226 | 0 | 0 | 10.7226 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480519 | -173985 | -167096 | 473415 | -174395 | -166382 |
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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) |
---|