Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73029.199 | 11239.9042 | 61789.2948 | 74148.8269 | 11734.5405 | 62414.2864 |
Total P&L (%) | 73.0292 | 11.2399 | 61.7893 | 74.1488 | 11.7345 | 62.4143 |
Avg Daily Profit (%) | 0.2804 | 0.0432 | 0.2373 | 0.2132 | 0.0426 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33763 | -35088 | -15370 | -38137 | -30640 | -23497 |
Profit Factor | 1.294 | 1.08 | 1.5721 | 1.2261 | 1.0663 | 1.4136 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 62.7907 | 62.6168 | 62.963 | 62.7907 | 62.6168 | 62.963 |
Ratio Avg Win / Avg Loss | 0.7668 | 0.6448 | 0.9248 | 0.7266 | 0.6366 | 0.8316 |
Largest Winning Trade | 12248 | 12248 | 10783 | 14491 | 14491 | 13853 |
Largest Losing Trade | -20997 | -20997 | -12753 | -19335 | -18177 | -19335 |
Avg Bars in Trades | 112 | 117 | 108 | 112 | 117 | 108 |
Avg Bars in Winners | 67 | 62 | 73 | 67 | 62 | 73 |
Avg Bars in Losers | 188 | 208 | 168 | 188 | 208 | 168 |
Bars Traded | 24274 | 12522 | 11752 | 24274 | 12522 | 11752 |
Profit Streak | 6.5854 | 8.9708 | 6.5854 | 6.5854 | 8.9708 | 6.5854 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332639 | -395973 | 294458 | 297034 | -396464 | 245449 |
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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) |
---|