Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323263.1486 | 287355.9431 | 35907.2055 | 140089.9696 | 100895.4924 | 39194.4772 |
Total P&L (%) | 323.2631 | 287.3559 | 35.9072 | 140.09 | 100.8955 | 39.1945 |
Avg Daily Profit (%) | 0.2664 | 0.2368 | 0.0296 | 0.0722 | 0.0575 | 0.0273 |
Buy And Hold Return (%) | 22.4474 | 22.4474 | 22.4474 | 22.4474 | 22.4474 | 22.4474 |
Max Trade Drawdown | -135040 | -62643 | -100871 | -190275 | -163978 | -128623 |
Profit Factor | 1.4104 | 1.8357 | 1.0809 | 1.1188 | 1.1846 | 1.0619 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 101 | 58 | 43 | 101 | 58 | 43 |
Profitability (%) | 45.6989 | 37.6344 | 53.7634 | 45.6989 | 37.6344 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.6759 | 3.0419 | 0.9296 | 1.3294 | 1.9631 | 0.9132 |
Largest Winning Trade | 149906 | 149906 | 38698 | 68953 | 68339 | 68953 |
Largest Losing Trade | -50317 | -29611 | -50317 | -81870 | -81870 | -64867 |
Avg Bars in Trades | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Winners | 25 | 33 | 18 | 25 | 33 | 18 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 3528 | 1973 | 1554 | 3528 | 1973 | 1554 |
Profit Streak | 4.5062 | 0 | 8.8395 | 4.5062 | 0 | 8.8395 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356049 | 236954 | -294970 | -187077 | -139060 | -318000 |
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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) |
---|