Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414006.0821 | 300340.8059 | 113665.2762 | 335223.044 | 439360.5301 | -104137.4861 |
Total P&L (%) | 414.0061 | 300.3408 | 113.6653 | 335.223 | 439.3605 | -104.1375 |
Avg Daily Profit (%) | 0.1741 | 0.1263 | 0.0478 | 0.0619 | 0.0709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96282 | -101662 | -92795 | -334895 | -288741 | -344790 |
Profit Factor | 1.2683 | 1.4374 | 1.1327 | 1.1008 | 1.3065 | 0.945 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 191 | 99 | 92 | 191 | 99 | 92 |
Losing Trades | 277 | 135 | 142 | 277 | 135 | 142 |
Profitability (%) | 40.812 | 42.3077 | 39.3162 | 40.812 | 42.3077 | 39.3162 |
Ratio Avg Win / Avg Loss | 1.8394 | 1.9601 | 1.7484 | 1.5965 | 1.7816 | 1.4585 |
Largest Winning Trade | 73667 | 73667 | 45320 | 192498 | 192498 | 71961 |
Largest Losing Trade | -42924 | -30605 | -42924 | -167760 | -83495 | -167760 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 9423 | 4958 | 4465 | 9423 | 4958 | 4465 |
Profit Streak | 152.7304 | 155.9804 | 152.7304 | 152.7304 | 155.9804 | 152.7304 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306539 | -23858 | -205122 | -218736 | -98526 | -581744 |
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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) |
---|