Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95546.7219 | 65025.196 | 30521.526 | 122364.9456 | 120784.8922 | 1580.0535 |
Total P&L (%) | 95.5467 | 65.0252 | 30.5215 | 122.3649 | 120.7849 | 1.5801 |
Avg Daily Profit (%) | 0.3669 | 0.2497 | 0.1172 | 0.3073 | 0.3046 | 0.006 |
Buy And Hold Return (%) | 22.8299 | 22.8299 | 22.8299 | 22.8299 | 22.8299 | 22.8299 |
Max Trade Drawdown | -37541 | -17717 | -33167 | -98647 | -32236 | -84196 |
Profit Factor | 1.4035 | 1.5237 | 1.2711 | 1.2526 | 1.5261 | 1.0062 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 67.8733 | 65.7658 | 70 | 67.8733 | 65.7658 | 70 |
Ratio Avg Win / Avg Loss | 0.6643 | 0.7931 | 0.5447 | 0.5929 | 0.7944 | 0.4312 |
Largest Winning Trade | 11240 | 11240 | 11145 | 19546 | 19546 | 15537 |
Largest Losing Trade | -16548 | -16548 | -15220 | -33291 | -19835 | -33291 |
Avg Bars in Trades | 111 | 113 | 109 | 111 | 113 | 109 |
Avg Bars in Winners | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Losers | 198 | 200 | 195 | 198 | 200 | 195 |
Bars Traded | 24552 | 12550 | 12002 | 24552 | 12550 | 12002 |
Profit Streak | 2.5348 | 6.264 | 0 | 2.5348 | 6.264 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235243 | 221036 | -98046 | 218428 | 314295 | -564715 |
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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) |
---|