Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102802.084 | 24780.7561 | 78021.3279 | 91454.6156 | 35801.8254 | 55652.7902 |
Total P&L (%) | 102.8021 | 24.7808 | 78.0213 | 91.4546 | 35.8018 | 55.6528 |
Avg Daily Profit (%) | 0.1974 | 0.0476 | 0.1498 | 0.1248 | 0.0588 | 0.085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97272 | -9148 | -91243 | -118827 | -12124 | -110799 |
Profit Factor | 1.4174 | 1.4838 | 1.4 | 1.2807 | 1.5481 | 1.2136 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Losing Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Profitability (%) | 53.5135 | 58.0645 | 48.913 | 53.5135 | 58.0645 | 48.913 |
Ratio Avg Win / Avg Loss | 1.2313 | 1.0716 | 1.4622 | 1.1125 | 1.1181 | 1.2676 |
Largest Winning Trade | 43335 | 4682 | 43335 | 33939 | 5997 | 33939 |
Largest Losing Trade | -31393 | -6894 | -31393 | -31874 | -5261 | -31874 |
Avg Bars in Trades | 129 | 11 | 248 | 129 | 11 | 248 |
Avg Bars in Winners | 170 | 11 | 361 | 170 | 11 | 361 |
Avg Bars in Losers | 82 | 11 | 141 | 82 | 11 | 141 |
Bars Traded | 23972 | 1065 | 22907 | 23972 | 1065 | 22907 |
Profit Streak | 23.7691 | 26.9566 | 23.7691 | 23.7691 | 26.9566 | 23.7691 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385941 | -129633 | 247316 | -24148 | -113484 | -81642 |
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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) |
---|