Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107560.5299 | 41327.0006 | 66233.5293 | 152137.1575 | 60664.3536 | 91472.8039 |
Total P&L (%) | 107.5605 | 41.327 | 66.2335 | 152.1372 | 60.6644 | 91.4728 |
Avg Daily Profit (%) | 0.413 | 0.1587 | 0.2543 | 0.3558 | 0.1822 | 0.2497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25156 | -20851 | -18199 | -48328 | -27682 | -38607 |
Profit Factor | 1.657 | 1.4643 | 1.8866 | 1.501 | 1.3869 | 1.6229 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 66.3934 | 62.2951 | 70.4918 | 66.3934 | 62.2951 | 70.4918 |
Ratio Avg Win / Avg Loss | 0.8387 | 0.8863 | 0.7897 | 0.7598 | 0.8394 | 0.6793 |
Largest Winning Trade | 13920 | 10369 | 13920 | 22833 | 18234 | 22833 |
Largest Losing Trade | -20851 | -20851 | -15820 | -31982 | -27682 | -31982 |
Avg Bars in Trades | 201 | 220 | 182 | 201 | 220 | 182 |
Avg Bars in Winners | 131 | 135 | 127 | 131 | 135 | 127 |
Avg Bars in Losers | 341 | 362 | 313 | 341 | 362 | 313 |
Bars Traded | 24619 | 13476 | 11143 | 24619 | 13476 | 11143 |
Profit Streak | 6.6967 | 6.6967 | 21.0717 | 6.6967 | 6.6967 | 21.0717 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449394 | -155735 | -150313 | 406029 | -154525 | -150610 |
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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) |
---|