Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186817.3653 | 120780.8153 | 66036.55 | 196155.3014 | 78302.7731 | 117852.5283 |
Total P&L (%) | 186.8174 | 120.7808 | 66.0366 | 196.1553 | 78.3028 | 117.8525 |
Avg Daily Profit (%) | 0.3587 | 0.2319 | 0.1268 | 0.2087 | 0.1111 | 0.1496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58446 | -54805 | -28958 | -252299 | -243683 | -109499 |
Profit Factor | 1.3561 | 1.4282 | 1.2722 | 1.1266 | 1.0933 | 1.166 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 200 | 96 | 104 | 200 | 96 | 104 |
Losing Trades | 240 | 124 | 116 | 240 | 124 | 116 |
Profitability (%) | 45.4545 | 43.6364 | 47.2727 | 45.4545 | 43.6364 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.6273 | 1.8448 | 1.419 | 1.3519 | 1.4121 | 1.3005 |
Largest Winning Trade | 103964 | 103964 | 27071 | 208569 | 208569 | 106409 |
Largest Losing Trade | -10816 | -8841 | -10816 | -49517 | -36947 | -49517 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 24726 | 11106 | 13620 | 24726 | 11106 | 13620 |
Profit Streak | 1.1171 | 1.1171 | 11.7421 | 1.1171 | 1.1171 | 11.7421 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302175 | 178053 | -23492 | -75719 | -167554 | -30653 |
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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) |
---|