Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105436.6927 | 82644.0125 | 22792.6802 | 107322.341 | 79155.2205 | 28167.1205 |
Total P&L (%) | 105.4367 | 82.644 | 22.7927 | 107.3223 | 79.1552 | 28.1671 |
Avg Daily Profit (%) | 0.2024 | 0.1587 | 0.0438 | 0.1401 | 0.112 | 0.0477 |
Buy And Hold Return (%) | 16.4009 | 16.4009 | 16.4009 | 16.4009 | 16.4009 | 16.4009 |
Max Trade Drawdown | -54593 | -56214 | -10927 | -69881 | -71406 | -10083 |
Profit Factor | 1.4674 | 1.5045 | 1.3691 | 1.409 | 1.4105 | 1.4049 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Losing Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Profitability (%) | 61.5819 | 68.1818 | 55.0562 | 61.5819 | 68.1818 | 55.0562 |
Ratio Avg Win / Avg Loss | 0.9155 | 0.7021 | 1.1176 | 0.879 | 0.6582 | 1.1469 |
Largest Winning Trade | 28718 | 28718 | 5896 | 25342 | 25342 | 8089 |
Largest Losing Trade | -33545 | -33545 | -10927 | -38165 | -38165 | -10083 |
Avg Bars in Trades | 136 | 247 | 26 | 136 | 247 | 26 |
Avg Bars in Winners | 111 | 177 | 31 | 111 | 177 | 31 |
Avg Bars in Losers | 176 | 396 | 21 | 176 | 396 | 21 |
Bars Traded | 24127 | 21741 | 2386 | 24127 | 21741 | 2386 |
Profit Streak | 22.423 | 23.9438 | 22.423 | 22.423 | 23.9438 | 22.423 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362523 | 302610 | -177392 | -3875 | -43070 | -136218 |
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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) |
---|