Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296520.5952 | 234677.3659 | 61843.2293 | 60907.3471 | 179902.8275 | -118995.4804 |
Total P&L (%) | 296.5206 | 234.6774 | 61.8432 | 60.9073 | 179.9028 | -118.9955 |
Avg Daily Profit (%) | 0.1607 | 0.1271 | 0.0335 | 0.0258 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172700 | -183611 | -117724 | -559332 | -388739 | -313965 |
Profit Factor | 1.3034 | 1.4317 | 1.1426 | 1.0337 | 1.1798 | 0.8527 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 53.8095 | 50.4762 | 57.1429 | 53.8095 | 50.4762 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1189 | 1.4047 | 0.857 | 0.8873 | 1.1576 | 0.6396 |
Largest Winning Trade | 97084 | 97084 | 39870 | 231410 | 231410 | 97358 |
Largest Losing Trade | -32678 | -32678 | -24161 | -159085 | -159085 | -143680 |
Avg Bars in Trades | 104 | 98 | 110 | 104 | 98 | 110 |
Avg Bars in Winners | 130 | 122 | 136 | 130 | 122 | 136 |
Avg Bars in Losers | 74 | 74 | 74 | 74 | 74 | 74 |
Bars Traded | 21908 | 10356 | 11552 | 21908 | 10356 | 11552 |
Profit Streak | 8.9837 | 8.9837 | 12.8171 | 8.9837 | 8.9837 | 12.8171 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363547 | -21935 | -212744 | -341486 | -140693 | -579515 |
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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) |
---|