Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105339.2122 | 62307.0552 | 43032.157 | 115469.1708 | 85818.8853 | 29650.2855 |
Total P&L (%) | 105.3392 | 62.3071 | 43.0322 | 115.4692 | 85.8189 | 29.6503 |
Avg Daily Profit (%) | 0.4045 | 0.2393 | 0.1652 | 0.2952 | 0.2382 | 0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39960 | -37687 | -44462 | -75629 | -46900 | -83393 |
Profit Factor | 1.3344 | 1.4084 | 1.2649 | 1.2377 | 1.3755 | 1.1153 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 56.872 | 54.2857 | 59.434 | 56.872 | 54.2857 | 59.434 |
Ratio Avg Win / Avg Loss | 1.0119 | 1.186 | 0.8633 | 0.9386 | 1.1583 | 0.7612 |
Largest Winning Trade | 20430 | 17046 | 20430 | 25205 | 25205 | 20005 |
Largest Losing Trade | -21714 | -18241 | -21714 | -36123 | -24460 | -36123 |
Avg Bars in Trades | 117 | 118 | 117 | 117 | 118 | 117 |
Avg Bars in Winners | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Losers | 143 | 141 | 145 | 143 | 141 | 145 |
Bars Traded | 24883 | 12473 | 12410 | 24883 | 12473 | 12410 |
Profit Streak | 2.5199 | 2.5199 | 2.8637 | 2.5199 | 2.5199 | 2.8637 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342659 | 197224 | 83537 | 227758 | 208116 | -159571 |
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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) |
---|