Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71528.6982 | 30748.4668 | 40780.2314 | 85379.1945 | 23195.404 | 62183.7905 |
Total P&L (%) | 71.5287 | 30.7485 | 40.7802 | 85.3792 | 23.1954 | 62.1838 |
Avg Daily Profit (%) | 0.1558 | 0.067 | 0.0888 | 0.1345 | 0.0454 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24554 | -16135 | -21173 | -34975 | -34975 | -25186 |
Profit Factor | 1.523 | 1.4266 | 1.6306 | 1.4917 | 1.2337 | 1.8362 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 248 | 122 | 126 | 248 | 122 | 126 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 74.6988 | 73.494 | 75.9036 | 74.6988 | 73.494 | 75.9036 |
Ratio Avg Win / Avg Loss | 0.5159 | 0.5145 | 0.5176 | 0.5053 | 0.4449 | 0.5829 |
Largest Winning Trade | 10889 | 10889 | 10451 | 20511 | 11481 | 20511 |
Largest Losing Trade | -21173 | -16135 | -21173 | -34975 | -34975 | -25186 |
Avg Bars in Trades | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 66 | 61 | 72 | 66 | 61 | 72 |
Bars Traded | 10304 | 5268 | 5036 | 10304 | 5268 | 5036 |
Profit Streak | 591.0483 | 0 | 607.2566 | 591.0483 | 0 | 607.2566 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424074 | -104761 | -71969 | -9074 | -136359 | -47863 |
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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) |
---|