Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180235.829 | 136072.3673 | 44163.4617 | 245730.3275 | 224139.3682 | 21590.9593 |
Total P&L (%) | 180.2358 | 136.0724 | 44.1635 | 245.7303 | 224.1394 | 21.591 |
Avg Daily Profit (%) | 0.173 | 0.1306 | 0.0424 | 0.1192 | 0.113 | 0.0188 |
Buy And Hold Return (%) | 37.0962 | 37.0962 | 37.0962 | 37.0962 | 37.0962 | 37.0962 |
Max Trade Drawdown | -80725 | -33621 | -69982 | -184260 | -134805 | -157675 |
Profit Factor | 1.4625 | 1.8734 | 1.1888 | 1.2419 | 1.5368 | 1.0361 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 68.1564 | 67.4157 | 68.8889 | 68.1564 | 67.4157 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.6833 | 0.9055 | 0.5369 | 0.5802 | 0.7428 | 0.4679 |
Largest Winning Trade | 30122 | 28861 | 30122 | 93963 | 93963 | 75366 |
Largest Losing Trade | -29008 | -21543 | -29008 | -110837 | -70319 | -110837 |
Avg Bars in Trades | 137 | 135 | 139 | 137 | 135 | 139 |
Avg Bars in Winners | 93 | 98 | 88 | 93 | 98 | 88 |
Avg Bars in Losers | 231 | 213 | 250 | 231 | 213 | 250 |
Bars Traded | 24601 | 12078 | 12523 | 24601 | 12078 | 12523 |
Profit Streak | 13.7591 | 64.5091 | 13.7591 | 13.7591 | 64.5091 | 13.7591 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349560 | -16713 | -254259 | -31750 | -39307 | -513038 |
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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) |
---|