Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74650.9692 | 45892.2907 | 28758.6785 | 61043.9447 | 51044.5336 | 9999.4111 |
Total P&L (%) | 74.651 | 45.8923 | 28.7587 | 61.0439 | 51.0445 | 9.9994 |
Avg Daily Profit (%) | 0.5374 | 0.3304 | 0.207 | 0.3436 | 0.2973 | 0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42784 | -32106 | -37323 | -45917 | -31820 | -43897 |
Profit Factor | 1.3462 | 1.5398 | 1.2201 | 1.2555 | 1.591 | 1.0656 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 75 | 76.9231 | 73.0769 | 75 | 76.9231 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.4487 | 0.4619 | 0.4495 | 0.4185 | 0.4773 | 0.3926 |
Largest Winning Trade | 9798 | 7056 | 9798 | 11469 | 9651 | 11469 |
Largest Losing Trade | -33986 | -24601 | -33986 | -40845 | -24921 | -40845 |
Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Winners | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Losers | 135 | 147 | 125 | 135 | 147 | 125 |
Bars Traded | 13029 | 6442 | 6587 | 13029 | 6442 | 6587 |
Profit Streak | 126.9447 | 126.9447 | 128.2468 | 126.9447 | 126.9447 | 128.2468 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472949 | 345173 | 164115 | 371892 | 361924 | -414983 |
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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) |
---|