Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296200.7661 | 21039.6527 | 275161.1134 | 243224.906 | 18709.4616 | 224515.4444 |
Total P&L (%) | 296.2008 | 21.0397 | 275.1611 | 243.2249 | 18.7095 | 224.5154 |
Avg Daily Profit (%) | 0.1934 | 0.0137 | 0.1797 | 0.0806 | 0.0112 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119503 | -62601 | -114537 | -259898 | -78693 | -212717 |
Profit Factor | 1.4397 | 1.0583 | 1.8797 | 1.2417 | 1.0392 | 1.4247 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 58.2734 | 58.5714 | 57.971 | 58.2734 | 58.5714 | 57.971 |
Ratio Avg Win / Avg Loss | 1.0309 | 0.7486 | 1.3627 | 0.8891 | 0.735 | 1.0329 |
Largest Winning Trade | 68839 | 54177 | 68839 | 99340 | 64668 | 99340 |
Largest Losing Trade | -41346 | -32241 | -41346 | -195284 | -49669 | -195284 |
Avg Bars in Trades | 128 | 100 | 157 | 128 | 100 | 157 |
Avg Bars in Winners | 120 | 90 | 150 | 120 | 90 | 150 |
Avg Bars in Losers | 141 | 115 | 166 | 141 | 115 | 166 |
Bars Traded | 17920 | 7067 | 10853 | 17920 | 7067 | 10853 |
Profit Streak | 47.0351 | 56.8685 | 47.0351 | 47.0351 | 56.8685 | 47.0351 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415554 | -430342 | -89324 | -84291 | -456330 | -188659 |
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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) |
---|