Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291427.411 | 228449.7154 | 62977.6956 | -74766.3568 | 27575.0975 | -102341.4543 |
Total P&L (%) | 291.4274 | 228.4497 | 62.9777 | -74.7664 | 27.5751 | -102.3415 |
Avg Daily Profit (%) | 0.2798 | 0.2193 | 0.0605 | -0.1321 | 0.0234 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97530 | -64237 | -97530 | -116122 | -18558 | -120665 |
Profit Factor | 1.5099 | 1.9718 | 1.1872 | 0.6773 | 1.5477 | 0.4356 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 65.7343 | 70.4225 | 61.1111 | 65.7343 | 70.4225 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.7871 | 0.8281 | 0.7555 | 0.3531 | 0.65 | 0.2772 |
Largest Winning Trade | 39316 | 39316 | 30106 | 13096 | 8091 | 13096 |
Largest Losing Trade | -97530 | -39716 | -97530 | -116122 | -11219 | -116122 |
Avg Bars in Trades | 171 | 173 | 168 | 171 | 173 | 168 |
Avg Bars in Winners | 145 | 147 | 143 | 145 | 147 | 143 |
Avg Bars in Losers | 220 | 236 | 208 | 220 | 236 | 208 |
Bars Traded | 24464 | 12310 | 12154 | 24464 | 12310 | 12154 |
Profit Streak | 11.2341 | 0 | 12.2341 | 11.2341 | 0 | 12.2341 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398078 | -75278 | -206081 | -577723 | -249059 | -657898 |
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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) |
---|