Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428175.0887 | 337502.2038 | 90672.8849 | 420581.9268 | 374096.5665 | 46485.3602 |
Total P&L (%) | 428.1751 | 337.5022 | 90.6729 | 420.5819 | 374.0966 | 46.4854 |
Avg Daily Profit (%) | 0.4111 | 0.324 | 0.0871 | 0.1585 | 0.1495 | 0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84408 | -65212 | -87508 | -423720 | -317576 | -311906 |
Profit Factor | 1.6669 | 1.96 | 1.3122 | 1.198 | 1.3269 | 1.0474 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 45.7014 | 43.2432 | 48.1818 | 45.7014 | 43.2432 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.9805 | 2.5725 | 1.4112 | 1.4233 | 1.7416 | 1.1265 |
Largest Winning Trade | 272731 | 272731 | 40602 | 466638 | 466638 | 146595 |
Largest Losing Trade | -26465 | -20535 | -26465 | -105034 | -87992 | -105034 |
Avg Bars in Trades | 111 | 104 | 117 | 111 | 104 | 117 |
Avg Bars in Winners | 146 | 136 | 155 | 146 | 136 | 155 |
Avg Bars in Losers | 81 | 80 | 82 | 81 | 80 | 82 |
Bars Traded | 24538 | 11617 | 12921 | 24538 | 11617 | 12921 |
Profit Streak | 18.6323 | 28.0073 | 0 | 18.6323 | 28.0073 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454646 | 395366 | -77549 | 164017 | 233548 | -314899 |
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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) |
---|