Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339800.4294 | 271813.9608 | 67986.4687 | 224026.8339 | 135049.3123 | 88977.5216 |
Total P&L (%) | 339.8004 | 271.814 | 67.9865 | 224.0268 | 135.0493 | 88.9775 |
Avg Daily Profit (%) | 0.1919 | 0.1535 | 0.0384 | 0.0664 | 0.0483 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75044 | -91300 | -96780 | -306396 | -347071 | -219726 |
Profit Factor | 1.4755 | 1.8175 | 1.178 | 1.1088 | 1.1293 | 1.0877 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 43.5115 | 42.4242 | 44.6154 | 43.5115 | 42.4242 | 44.6154 |
Ratio Avg Win / Avg Loss | 1.9156 | 2.4666 | 1.4623 | 1.4395 | 1.5327 | 1.3503 |
Largest Winning Trade | 75931 | 75931 | 68374 | 165217 | 165217 | 142832 |
Largest Losing Trade | -41465 | -41465 | -36874 | -135870 | -135870 | -102539 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 15 | 18 | 11 | 15 | 18 | 11 |
Bars Traded | 3423 | 1885 | 1538 | 3423 | 1885 | 1538 |
Profit Streak | 38.9803 | 38.9803 | 39.9803 | 38.9803 | 38.9803 | 39.9803 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320727 | -115908 | -299759 | -205994 | -332167 | -402155 |
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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) |
---|