Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387567.3256 | 291212.8736 | 96354.452 | 288144.378 | 310717.064 | -22572.686 |
Total P&L (%) | 387.5673 | 291.2129 | 96.3545 | 288.1444 | 310.7171 | -22.5727 |
Avg Daily Profit (%) | 0.186 | 0.1398 | 0.0463 | 0.0651 | 0.0678 | -0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81732 | -106282 | -99750 | -389091 | -392664 | -292744 |
Profit Factor | 1.3264 | 1.4966 | 1.1603 | 1.0711 | 1.156 | 0.989 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Losing Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Profitability (%) | 42.4552 | 42.5641 | 42.3469 | 42.4552 | 42.5641 | 42.3469 |
Ratio Avg Win / Avg Loss | 1.7978 | 2.0196 | 1.5797 | 1.4518 | 1.5599 | 1.3465 |
Largest Winning Trade | 121526 | 121526 | 47658 | 250054 | 250054 | 124466 |
Largest Losing Trade | -22873 | -22090 | -22873 | -122676 | -97370 | -122676 |
Avg Bars in Trades | 62 | 71 | 53 | 62 | 71 | 53 |
Avg Bars in Winners | 94 | 112 | 77 | 94 | 112 | 77 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 24510 | 14005 | 10504 | 24510 | 14005 | 10504 |
Profit Streak | 13.2555 | 0 | 20.1722 | 13.2555 | 0 | 20.1722 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308636 | -6459 | -176159 | -248541 | -152600 | -581062 |
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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) |
---|