Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95719.2248 | 74686.1574 | 21033.0674 | 102125.2046 | 73825.7038 | 28299.5009 |
Total P&L (%) | 95.7192 | 74.6862 | 21.0331 | 102.1252 | 73.8257 | 28.2995 |
Avg Daily Profit (%) | 0.1838 | 0.1434 | 0.0404 | 0.1352 | 0.1062 | 0.0479 |
Buy And Hold Return (%) | 16.4009 | 16.4009 | 16.4009 | 16.4009 | 16.4009 | 16.4009 |
Max Trade Drawdown | -64720 | -57107 | -19136 | -110749 | -100966 | -25552 |
Profit Factor | 1.3287 | 1.4021 | 1.1994 | 1.2702 | 1.2939 | 1.2232 |
Total Trades | 425 | 212 | 213 | 425 | 212 | 213 |
Winning Trades | 325 | 182 | 143 | 325 | 182 | 143 |
Losing Trades | 100 | 30 | 70 | 100 | 30 | 70 |
Profitability (%) | 76.4706 | 85.8491 | 67.1362 | 76.4706 | 85.8491 | 67.1362 |
Ratio Avg Win / Avg Loss | 0.4088 | 0.2311 | 0.5871 | 0.3908 | 0.2133 | 0.5988 |
Largest Winning Trade | 10284 | 10284 | 5337 | 13432 | 13432 | 6745 |
Largest Losing Trade | -27172 | -27172 | -14810 | -50215 | -50215 | -16364 |
Avg Bars in Trades | 56 | 98 | 15 | 56 | 98 | 15 |
Avg Bars in Winners | 23 | 35 | 7 | 23 | 35 | 7 |
Avg Bars in Losers | 165 | 474 | 32 | 165 | 474 | 32 |
Bars Traded | 24148 | 20792 | 3356 | 24148 | 20792 | 3356 |
Profit Streak | 9.3135 | 26.1468 | 9.3135 | 9.3135 | 26.1468 | 9.3135 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413801 | 72101 | -216593 | -8616 | -48287 | -136610 |
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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) |
---|