Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61298.7389 | 5754.0892 | 55544.6496 | 32689.7053 | -15238.0994 | 47927.8047 |
Total P&L (%) | 61.2987 | 5.7541 | 55.5447 | 32.6897 | -15.2381 | 47.9278 |
Avg Daily Profit (%) | 0.2354 | 0.0221 | 0.2133 | 0.1087 | -0.0635 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62459 | -54775 | -57133 | -64378 | -57410 | -47217 |
Profit Factor | 1.191 | 1.032 | 1.3932 | 1.1101 | 0.9125 | 1.3903 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 126 | 55 | 71 | 126 | 55 | 71 |
Losing Trades | 68 | 42 | 26 | 68 | 42 | 26 |
Profitability (%) | 64.9485 | 56.701 | 73.1959 | 64.9485 | 56.701 | 73.1959 |
Ratio Avg Win / Avg Loss | 0.6427 | 0.7881 | 0.5102 | 0.5991 | 0.6968 | 0.5091 |
Largest Winning Trade | 18024 | 14732 | 18024 | 20264 | 10909 | 20264 |
Largest Losing Trade | -33870 | -19523 | -33870 | -25061 | -20119 | -25061 |
Avg Bars in Trades | 127 | 133 | 120 | 127 | 133 | 120 |
Avg Bars in Winners | 83 | 75 | 89 | 83 | 75 | 89 |
Avg Bars in Losers | 208 | 209 | 206 | 208 | 209 | 206 |
Bars Traded | 24670 | 12945 | 11725 | 24670 | 12945 | 11725 |
Profit Streak | 2.7388 | 2.7388 | 7.1346 | 2.7388 | 2.7388 | 7.1346 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3767 | -518321 | 322934 | -150875 | -582993 | 283026 |
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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) |
---|