Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609969.6994 | 511725.4104 | 98244.2889 | 363446.5322 | 130332.2931 | 233114.239 |
Total P&L (%) | 609.9697 | 511.7254 | 98.2443 | 363.4465 | 130.3323 | 233.1142 |
Avg Daily Profit (%) | 0.3139 | 0.2633 | 0.0506 | 0.0789 | 0.0429 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101596 | -89091 | -89981 | -573825 | -496340 | -231725 |
Profit Factor | 1.5868 | 2.0032 | 1.1856 | 1.1153 | 1.0797 | 1.1537 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 49.1667 | 46.6667 | 51.6667 | 49.1667 | 46.6667 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.6406 | 2.2893 | 1.1091 | 1.1531 | 1.2339 | 1.0793 |
Largest Winning Trade | 297331 | 297331 | 52821 | 330569 | 330569 | 246212 |
Largest Losing Trade | -71060 | -36454 | -71060 | -189408 | -113754 | -189408 |
Avg Bars in Trades | 31 | 24 | 38 | 31 | 24 | 38 |
Avg Bars in Winners | 42 | 29 | 54 | 42 | 29 | 54 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 7559 | 2910 | 4649 | 7559 | 2910 | 4649 |
Profit Streak | 14.7201 | 14.7201 | 36.7201 | 14.7201 | 14.7201 | 36.7201 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517733 | 421927 | -140339 | -178837 | -269087 | -160278 |
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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) |
---|