Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289402.9274 | 243591.8238 | 45811.1036 | 39272.0768 | -307347.0287 | 346619.1055 |
Total P&L (%) | 289.4029 | 243.5918 | 45.8111 | 39.2721 | -307.347 | 346.6191 |
Avg Daily Profit (%) | 0.1563 | 0.1315 | 0.0247 | 0.0179 | 0 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207819 | -118463 | -125173 | -2227152 | -1046914 | -1386495 |
Profit Factor | 1.2897 | 1.5157 | 1.087 | 1.0069 | 0.8795 | 1.1106 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 48.3412 | 49.0566 | 47.619 | 48.3412 | 49.0566 | 47.619 |
Ratio Avg Win / Avg Loss | 1.3783 | 1.574 | 1.1957 | 1.076 | 0.9133 | 1.2217 |
Largest Winning Trade | 60888 | 54280 | 60888 | 893217 | 271040 | 893217 |
Largest Losing Trade | -43126 | -32523 | -43126 | -861586 | -214738 | -861586 |
Avg Bars in Trades | 51 | 40 | 61 | 51 | 40 | 61 |
Avg Bars in Winners | 59 | 40 | 78 | 59 | 40 | 78 |
Avg Bars in Losers | 43 | 41 | 46 | 43 | 41 | 46 |
Bars Traded | 10831 | 4343 | 6488 | 10831 | 4343 | 6488 |
Profit Streak | 31.9588 | 31.9588 | 37.9588 | 31.9588 | 31.9588 | 37.9588 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314126 | -15003 | -286992 | -382711 | -580876 | -184527 |
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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) |
---|