Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246732.3544 | 158794.6393 | 87937.7151 | 257030.4019 | 94370.127 | 162660.2748 |
Total P&L (%) | 246.7324 | 158.7946 | 87.9377 | 257.0304 | 94.3701 | 162.6603 |
Avg Daily Profit (%) | 0.2369 | 0.1524 | 0.0844 | 0.1222 | 0.0638 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99478 | -117591 | -37173 | -489105 | -472301 | -150510 |
Profit Factor | 1.4494 | 1.4207 | 1.5125 | 1.1671 | 1.087 | 1.3585 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 59.4737 | 58.9474 | 60 | 59.4737 | 58.9474 | 60 |
Ratio Avg Win / Avg Loss | 0.9876 | 0.9894 | 1.0083 | 0.7953 | 0.757 | 0.9057 |
Largest Winning Trade | 61126 | 61126 | 14854 | 135446 | 135446 | 46427 |
Largest Losing Trade | -43854 | -43854 | -37173 | -183228 | -183228 | -150510 |
Avg Bars in Trades | 129 | 212 | 47 | 129 | 212 | 47 |
Avg Bars in Winners | 75 | 117 | 34 | 75 | 117 | 34 |
Avg Bars in Losers | 209 | 348 | 66 | 209 | 348 | 66 |
Bars Traded | 24681 | 20153 | 4529 | 24681 | 20153 | 4529 |
Profit Streak | 15.5478 | 15.5478 | 15.6728 | 15.5478 | 15.5478 | 15.6728 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380164 | 281166 | -77287 | -64869 | -232719 | -68790 |
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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) |
---|