Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100179.405 | 74645.2503 | 25534.1547 | 133158.7641 | 91728.2581 | 41430.506 |
Total P&L (%) | 100.1794 | 74.6453 | 25.5342 | 133.1588 | 91.7283 | 41.4305 |
Avg Daily Profit (%) | 0.3847 | 0.2866 | 0.0981 | 0.3256 | 0.2503 | 0.1332 |
Buy And Hold Return (%) | 28.2289 | 28.2289 | 28.2289 | 28.2289 | 28.2289 | 28.2289 |
Max Trade Drawdown | -38379 | -23143 | -15584 | -37735 | -19820 | -12023 |
Profit Factor | 1.7052 | 1.8802 | 1.446 | 1.8436 | 1.9241 | 1.7073 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 58.4071 | 57.1429 | 59.6491 | 58.4071 | 57.1429 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.2143 | 1.4102 | 0.9782 | 1.3129 | 1.4431 | 1.1549 |
Largest Winning Trade | 24020 | 24020 | 6167 | 19110 | 19110 | 9066 |
Largest Losing Trade | -21889 | -21889 | -15584 | -22072 | -22072 | -12023 |
Avg Bars in Trades | 207 | 348 | 69 | 207 | 348 | 69 |
Avg Bars in Winners | 149 | 241 | 64 | 149 | 241 | 64 |
Avg Bars in Losers | 289 | 492 | 77 | 289 | 492 | 77 |
Bars Traded | 23495 | 19538 | 3957 | 23495 | 19538 | 3957 |
Profit Streak | 0 | 12.7568 | 0 | 0 | 12.7568 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312878 | -172520 | -408741 | 341700 | -172209 | -213569 |
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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) |
---|