Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482766.0549 | 398445.2851 | 84320.7697 | 237943.6889 | 309538.6318 | -71594.9429 |
Total P&L (%) | 482.7661 | 398.4453 | 84.3208 | 237.9437 | 309.5386 | -71.5949 |
Avg Daily Profit (%) | 0.1931 | 0.1594 | 0.0337 | 0.0487 | 0.0564 | -0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124539 | -70808 | -164153 | -341143 | -186526 | -410690 |
Profit Factor | 1.3693 | 1.6178 | 1.1273 | 1.1087 | 1.3062 | 0.9393 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Profitability (%) | 46.7391 | 45.6522 | 47.8261 | 46.7391 | 45.6522 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.5603 | 1.926 | 1.2298 | 1.2634 | 1.555 | 1.0247 |
Largest Winning Trade | 199957 | 199957 | 46031 | 146904 | 146904 | 111395 |
Largest Losing Trade | -37160 | -37160 | -36033 | -173359 | -77849 | -173359 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 4912 | 2618 | 2294 | 4912 | 2618 | 2294 |
Profit Streak | 27.5656 | 27.5656 | 28.0656 | 27.5656 | 27.5656 | 28.0656 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383249 | 333930 | -228549 | -227369 | -117420 | -579326 |
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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) |
---|