Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93039.9868 | 67480.7578 | 25559.229 | 92813.6379 | 77994.4414 | 14819.1965 |
Total P&L (%) | 93.04 | 67.4808 | 25.5592 | 92.8136 | 77.9944 | 14.8192 |
Avg Daily Profit (%) | 0.3573 | 0.2591 | 0.0981 | 0.2524 | 0.2217 | 0.0531 |
Buy And Hold Return (%) | 16.9967 | 16.9967 | 16.9967 | 16.9967 | 16.9967 | 16.9967 |
Max Trade Drawdown | -58911 | -51340 | -31949 | -95847 | -48438 | -68831 |
Profit Factor | 1.2424 | 1.3451 | 1.1358 | 1.1693 | 1.2937 | 1.0524 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 51.938 | 52.7132 | 51.1628 | 51.938 | 52.7132 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.1497 | 1.2067 | 1.0841 | 1.0821 | 1.1605 | 1.0046 |
Largest Winning Trade | 13865 | 13865 | 9172 | 20256 | 20256 | 12430 |
Largest Losing Trade | -20805 | -20805 | -8666 | -38541 | -38541 | -18079 |
Avg Bars in Trades | 95 | 124 | 66 | 95 | 124 | 66 |
Avg Bars in Winners | 103 | 121 | 84 | 103 | 121 | 84 |
Avg Bars in Losers | 87 | 128 | 48 | 87 | 128 | 48 |
Bars Traded | 24714 | 16101 | 8613 | 24714 | 16101 | 8613 |
Profit Streak | 3.8965 | 3.8965 | 8.5944 | 3.8965 | 3.8965 | 8.5944 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304951 | 167969 | -143244 | -26443 | 164919 | -450566 |
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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) |
---|