Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377285.1381 | 288623.5481 | 88661.59 | 234579.3756 | 231420.2641 | 3159.1115 |
Total P&L (%) | 377.2851 | 288.6235 | 88.6616 | 234.5794 | 231.4203 | 3.1591 |
Avg Daily Profit (%) | 0.1811 | 0.1386 | 0.0426 | 0.058 | 0.0575 | 0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202735 | -173337 | -87707 | -1137817 | -944540 | -508533 |
Profit Factor | 1.3803 | 1.5817 | 1.1787 | 1.0585 | 1.1133 | 1.0016 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 44.0529 | 43.3628 | 44.7368 | 44.0529 | 43.3628 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.7529 | 2.0659 | 1.4561 | 1.3442 | 1.4541 | 1.2373 |
Largest Winning Trade | 81650 | 81650 | 49758 | 499238 | 499238 | 296801 |
Largest Losing Trade | -34665 | -32593 | -34665 | -259526 | -188513 | -259526 |
Avg Bars in Trades | 108 | 102 | 114 | 108 | 102 | 114 |
Avg Bars in Winners | 159 | 148 | 169 | 159 | 148 | 169 |
Avg Bars in Losers | 68 | 67 | 69 | 68 | 67 | 69 |
Bars Traded | 24603 | 11573 | 13030 | 24603 | 11573 | 13030 |
Profit Streak | 17.3066 | 0 | 42.8899 | 17.3066 | 0 | 42.8899 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309214 | -7976 | -161272 | -272255 | -214789 | -576667 |
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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) |
---|