Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79524.7795 | 39098.4469 | 40426.3327 | 72006.103 | 43495.2365 | 28510.8666 |
Total P&L (%) | 79.5248 | 39.0984 | 40.4263 | 72.0061 | 43.4952 | 28.5109 |
Avg Daily Profit (%) | 0.3054 | 0.1501 | 0.1552 | 0.2085 | 0.1388 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44099 | -46089 | -27208 | -57623 | -43681 | -34673 |
Profit Factor | 1.3002 | 1.2239 | 1.4479 | 1.2153 | 1.2047 | 1.2339 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 62.2517 | 61.8421 | 62.6667 | 62.2517 | 61.8421 | 62.6667 |
Ratio Avg Win / Avg Loss | 0.7884 | 0.7552 | 0.8626 | 0.737 | 0.7433 | 0.7351 |
Largest Winning Trade | 15011 | 15011 | 11793 | 14531 | 14531 | 13053 |
Largest Losing Trade | -28055 | -28055 | -19669 | -27265 | -25307 | -27265 |
Avg Bars in Trades | 162 | 232 | 92 | 162 | 232 | 92 |
Avg Bars in Winners | 102 | 127 | 76 | 102 | 127 | 76 |
Avg Bars in Losers | 262 | 403 | 117 | 262 | 403 | 117 |
Bars Traded | 24598 | 17691 | 6907 | 24598 | 17691 | 6907 |
Profit Streak | 6.8202 | 17.341 | 6.8202 | 6.8202 | 17.341 | 6.8202 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345663 | -44581 | -50900 | 297174 | -59284 | -124819 |
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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) |
---|