Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93817.6381 | 71482.4574 | 22335.1807 | 82233.6973 | 81640.0393 | 593.6579 |
Total P&L (%) | 93.8176 | 71.4825 | 22.3352 | 82.2337 | 81.64 | 0.5937 |
Avg Daily Profit (%) | 0.3739 | 0.2849 | 0.089 | 0.2395 | 0.2382 | 0.0024 |
Buy And Hold Return (%) | 21.2366 | 21.2366 | 21.2366 | 21.2366 | 21.2366 | 21.2366 |
Max Trade Drawdown | -58296 | -39133 | -28863 | -132353 | -82687 | -70390 |
Profit Factor | 1.3237 | 1.4765 | 1.1597 | 1.1598 | 1.3272 | 1.0022 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 51.7045 | 48.8636 | 54.5455 | 51.7045 | 48.8636 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2364 | 1.5452 | 0.9664 | 1.0833 | 1.389 | 0.8352 |
Largest Winning Trade | 52751 | 52751 | 12945 | 41933 | 41933 | 23934 |
Largest Losing Trade | -19422 | -17375 | -19422 | -41259 | -28060 | -41259 |
Avg Bars in Trades | 133 | 149 | 117 | 133 | 149 | 117 |
Avg Bars in Winners | 121 | 139 | 106 | 121 | 139 | 106 |
Avg Bars in Losers | 145 | 159 | 130 | 145 | 159 | 130 |
Bars Traded | 23505 | 13178 | 10327 | 23505 | 13178 | 10327 |
Profit Streak | 31.0617 | 34.6763 | 31.0617 | 31.0617 | 34.6763 | 31.0617 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311828 | 239057 | -270931 | -37954 | 167143 | -575784 |
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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) |
---|