Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110639.0235 | 78594.1816 | 32044.842 | -46980.3455 | 52294.423 | -99274.7685 |
Total P&L (%) | 110.639 | 78.5942 | 32.0448 | -46.9803 | 52.2944 | -99.2748 |
Avg Daily Profit (%) | 0.4248 | 0.3018 | 0.1231 | -0.2434 | 0.1617 | -1.8739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90420 | -43752 | -90420 | -191809 | -53106 | -191160 |
Profit Factor | 1.2976 | 1.4989 | 1.1496 | 0.9149 | 1.2754 | 0.726 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 202 | 98 | 104 | 202 | 98 | 104 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 78.5992 | 76.5625 | 80.6202 | 78.5992 | 76.5625 | 80.6202 |
Ratio Avg Win / Avg Loss | 0.3533 | 0.4588 | 0.2763 | 0.2491 | 0.3904 | 0.1745 |
Largest Winning Trade | 12566 | 9298 | 12566 | 14310 | 14310 | 12559 |
Largest Losing Trade | -90420 | -31898 | -90420 | -191160 | -37635 | -191160 |
Avg Bars in Trades | 95 | 101 | 89 | 95 | 101 | 89 |
Avg Bars in Winners | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Losers | 275 | 267 | 285 | 275 | 267 | 285 |
Bars Traded | 24437 | 12938 | 11499 | 24437 | 12938 | 11499 |
Profit Streak | 6.1043 | 7.8231 | 6.1043 | 6.1043 | 7.8231 | 6.1043 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476772 | 409329 | -85522 | -575479 | 274536 | -576989 |
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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) |
---|