Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133640.4738 | 102584.4366 | 31056.0372 | 65041.9298 | 77942.2782 | -12900.3484 |
Total P&L (%) | 133.6405 | 102.5844 | 31.056 | 65.0419 | 77.9423 | -12.9003 |
Avg Daily Profit (%) | 0.2566 | 0.197 | 0.0596 | 0.0962 | 0.1107 | -0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117432 | -64993 | -58071 | -77726 | -32347 | -73254 |
Profit Factor | 1.2638 | 1.4661 | 1.1084 | 1.166 | 1.5224 | 0.9468 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 78.6008 | 78.5124 | 78.6885 | 78.6008 | 78.5124 | 78.6885 |
Ratio Avg Win / Avg Loss | 0.3441 | 0.4012 | 0.3002 | 0.3175 | 0.4167 | 0.2564 |
Largest Winning Trade | 10531 | 8805 | 10531 | 8074 | 8074 | 7132 |
Largest Losing Trade | -49804 | -34753 | -49804 | -56966 | -20878 | -56966 |
Avg Bars in Trades | 99 | 101 | 97 | 99 | 101 | 97 |
Avg Bars in Winners | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Losers | 284 | 283 | 286 | 284 | 283 | 286 |
Bars Traded | 24264 | 12311 | 11953 | 24264 | 12311 | 11953 |
Profit Streak | 13.3478 | 24.2436 | 13.3478 | 13.3478 | 24.2436 | 13.3478 |
Trades During Streak | 8 | 10 | 4 | 8 | 10 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446653 | 428444 | -214525 | -98258 | -40543 | -576015 |
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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) |
---|