Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61099.5447 | 24569.2124 | 36530.3324 | 78598.3493 | 29767.5992 | 48830.75 |
Total P&L (%) | 61.0995 | 24.5692 | 36.5303 | 78.5983 | 29.7676 | 48.8308 |
Avg Daily Profit (%) | 1.1732 | 0.4718 | 0.7014 | 1.1198 | 0.5016 | 0.7664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10904 | -15632 | -9439 | -16263 | -23535 | -15518 |
Profit Factor | 1.8328 | 1.5519 | 2.2662 | 1.6899 | 1.432 | 2.0845 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 73.8095 | 68.254 | 79.3651 | 73.8095 | 68.254 | 79.3651 |
Ratio Avg Win / Avg Loss | 0.6503 | 0.7218 | 0.5892 | 0.5996 | 0.666 | 0.542 |
Largest Winning Trade | 6110 | 6110 | 3810 | 8538 | 8538 | 5118 |
Largest Losing Trade | -9510 | -9510 | -7311 | -14117 | -14117 | -12006 |
Avg Bars in Trades | 187 | 188 | 185 | 187 | 188 | 185 |
Avg Bars in Winners | 119 | 102 | 133 | 119 | 102 | 133 |
Avg Bars in Losers | 377 | 373 | 384 | 377 | 373 | 384 |
Bars Traded | 23568 | 11888 | 11680 | 23568 | 11888 | 11680 |
Profit Streak | 0 | 15.5944 | 0 | 0 | 15.5944 | 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 | 533555 | -139732 | -133740 | 543321 | -139498 | -132720 |
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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) |
---|