Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451226.9453 | 296902.5013 | 154324.444 | 70835.8118 | 227317.5704 | -156481.7587 |
Total P&L (%) | 451.2269 | 296.9025 | 154.3244 | 70.8358 | 227.3176 | -156.4818 |
Avg Daily Profit (%) | 0.2357 | 0.1551 | 0.0806 | 0.028 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149221 | -85838 | -147233 | -712182 | -296343 | -721477 |
Profit Factor | 1.3833 | 1.7429 | 1.1985 | 1.0274 | 1.3015 | 0.9145 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 61.0526 | 60.1399 | 61.9718 | 61.0526 | 60.1399 | 61.9718 |
Ratio Avg Win / Avg Loss | 0.8824 | 1.1552 | 0.7354 | 0.6554 | 0.8626 | 0.5612 |
Largest Winning Trade | 67155 | 67155 | 39197 | 161202 | 145921 | 161202 |
Largest Losing Trade | -78413 | -30999 | -78413 | -600853 | -168508 | -600853 |
Avg Bars in Trades | 79 | 49 | 109 | 79 | 49 | 109 |
Avg Bars in Winners | 65 | 36 | 95 | 65 | 36 | 95 |
Avg Bars in Losers | 99 | 68 | 132 | 99 | 68 | 132 |
Bars Traded | 22553 | 7014 | 15539 | 22553 | 7014 | 15539 |
Profit Streak | 54.0008 | 68.8342 | 54.0008 | 54.0008 | 68.8342 | 54.0008 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407120 | 430171 | -86845 | -343091 | -109239 | -578419 |
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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) |
---|