Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71667.036 | 31704.7118 | 39962.3242 | 62771.5397 | 29811.1791 | 32960.3606 |
Total P&L (%) | 71.667 | 31.7047 | 39.9623 | 62.7715 | 29.8112 | 32.9604 |
Avg Daily Profit (%) | 0.2752 | 0.1217 | 0.1535 | 0.1872 | 0.1002 | 0.1095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45200 | -21344 | -44078 | -74160 | -32455 | -67626 |
Profit Factor | 1.273 | 1.2117 | 1.3544 | 1.1729 | 1.1486 | 1.2029 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 127 | 58 | 69 | 127 | 58 | 69 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 64.1414 | 58.5859 | 69.697 | 64.1414 | 58.5859 | 69.697 |
Ratio Avg Win / Avg Loss | 0.7117 | 0.8565 | 0.5889 | 0.6557 | 0.8119 | 0.523 |
Largest Winning Trade | 16551 | 16551 | 10658 | 20223 | 20223 | 12678 |
Largest Losing Trade | -23883 | -21111 | -23883 | -41029 | -21139 | -41029 |
Avg Bars in Trades | 124 | 130 | 119 | 124 | 130 | 119 |
Avg Bars in Winners | 89 | 84 | 93 | 89 | 84 | 93 |
Avg Bars in Losers | 187 | 194 | 178 | 187 | 194 | 178 |
Bars Traded | 24670 | 12889 | 11781 | 24670 | 12889 | 11781 |
Profit Streak | 7.1285 | 13.7848 | 7.1285 | 7.1285 | 13.7848 | 7.1285 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349588 | -34506 | 232577 | -21802 | -120000 | -49179 |
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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) |
---|