Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41320.0994 | 24941.8095 | 16378.2898 | 29710.7188 | 24466.2786 | 5244.4403 |
Total P&L (%) | 41.3201 | 24.9418 | 16.3783 | 29.7107 | 24.4663 | 5.2444 |
Avg Daily Profit (%) | 0.2975 | 0.1796 | 0.1179 | 0.1874 | 0.1577 | 0.0368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40156 | -33902 | -31695 | -41985 | -31965 | -30950 |
Profit Factor | 1.2558 | 1.3263 | 1.1925 | 1.1895 | 1.3555 | 1.0596 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 76.7677 | 73.7374 | 79.798 | 76.7677 | 73.7374 | 79.798 |
Ratio Avg Win / Avg Loss | 0.3801 | 0.4724 | 0.3019 | 0.36 | 0.4828 | 0.2683 |
Largest Winning Trade | 7893 | 4815 | 7893 | 8491 | 4942 | 8491 |
Largest Losing Trade | -27416 | -19927 | -27416 | -27061 | -17852 | -27061 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 194 | 195 | 193 | 194 | 195 | 193 |
Bars Traded | 12993 | 7027 | 5966 | 12993 | 7027 | 5966 |
Profit Streak | 126.9433 | 127.0162 | 126.9433 | 126.9433 | 127.0162 | 126.9433 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313488 | 193539 | -51926 | -5146 | 181820 | -462697 |
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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) |
---|