Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341848.4348 | 331703.6891 | 10144.7457 | -75802.3783 | -93846.9702 | 18044.5918 |
Total P&L (%) | 341.8484 | 331.7037 | 10.1447 | -75.8024 | -93.847 | 18.0446 |
Avg Daily Profit (%) | 0.1812 | 0.1758 | 0.0054 | -0.0752 | -0.1476 | 0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224699 | -163710 | -155153 | -1547511 | -1116935 | -1003234 |
Profit Factor | 1.2784 | 1.586 | 1.0153 | 0.9781 | 0.942 | 1.0098 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Profitability (%) | 52.1401 | 52.7132 | 51.5625 | 52.1401 | 52.7132 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.1734 | 1.4227 | 0.9538 | 0.8978 | 0.845 | 0.9486 |
Largest Winning Trade | 69840 | 69840 | 58052 | 424593 | 239023 | 424593 |
Largest Losing Trade | -94661 | -36858 | -94661 | -964736 | -345708 | -964736 |
Avg Bars in Trades | 86 | 67 | 106 | 86 | 67 | 106 |
Avg Bars in Winners | 105 | 71 | 141 | 105 | 71 | 141 |
Avg Bars in Losers | 66 | 62 | 70 | 66 | 62 | 70 |
Bars Traded | 22316 | 8645 | 13671 | 22316 | 8645 | 13671 |
Profit Streak | 12.0299 | 12.0299 | 143.0299 | 12.0299 | 12.0299 | 143.0299 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364311 | 360305 | -550818 | -578069 | -580015 | -399259 |
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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) |
---|