Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307967.905 | 220954.3064 | 87013.5986 | -18659.8247 | 57193.3323 | -75853.157 |
Total P&L (%) | 307.9679 | 220.9543 | 87.0136 | -18.6598 | 57.1933 | -75.8532 |
Avg Daily Profit (%) | 0.3027 | 0.2172 | 0.0855 | -0.0203 | 0.0445 | -0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165795 | -115461 | -152181 | -149437 | -47121 | -145847 |
Profit Factor | 1.5039 | 1.6484 | 1.3218 | 0.94 | 1.4821 | 0.6053 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 58.3333 | 52.0833 | 64.5833 | 58.3333 | 52.0833 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.0742 | 1.5165 | 0.7249 | 0.6714 | 1.3636 | 0.3319 |
Largest Winning Trade | 101921 | 101921 | 31960 | 42099 | 42099 | 18213 |
Largest Losing Trade | -76201 | -46876 | -76201 | -119820 | -21378 | -119820 |
Avg Bars in Trades | 124 | 141 | 107 | 124 | 141 | 107 |
Avg Bars in Winners | 133 | 152 | 118 | 133 | 152 | 118 |
Avg Bars in Losers | 112 | 129 | 88 | 112 | 129 | 88 |
Bars Traded | 11947 | 6789 | 5158 | 11947 | 6789 | 5158 |
Profit Streak | 94.8228 | 94.8228 | 114.4062 | 94.8228 | 94.8228 | 114.4062 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455305 | 453856 | -76882 | -577959 | -131452 | -577446 |
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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) |
---|