Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242131.6274 | 240174.893 | 1956.7343 | -38630.0203 | 18797.3047 | -57427.325 |
Total P&L (%) | 242.1316 | 240.1749 | 1.9567 | -38.63 | 18.7973 | -57.4273 |
Avg Daily Profit (%) | 0.2259 | 0.2241 | 0.0018 | -0.0455 | 0.0161 | -0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178896 | -75795 | -120113 | -300330 | -151471 | -199791 |
Profit Factor | 1.3156 | 1.6143 | 1.0052 | 0.9636 | 1.036 | 0.8935 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 45.1087 | 46.7391 | 43.4783 | 45.1087 | 46.7391 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.6009 | 1.8395 | 1.3068 | 1.1726 | 1.1805 | 1.1616 |
Largest Winning Trade | 329827 | 329827 | 30290 | 183894 | 183894 | 41155 |
Largest Losing Trade | -41271 | -41271 | -30061 | -60741 | -60741 | -56125 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 80 | 76 | 84 | 80 | 76 | 84 |
Avg Bars in Losers | 58 | 59 | 58 | 58 | 59 | 58 |
Bars Traded | 12628 | 6203 | 6425 | 12628 | 6203 | 6425 |
Profit Streak | 22.1901 | 22.1901 | 49.7735 | 22.1901 | 22.1901 | 49.7735 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347785 | 354780 | -572316 | -578583 | -361043 | -580471 |
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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) |
---|