Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76495.6805 | 47077.6985 | 29417.982 | 34874.2025 | 52197.1706 | -17322.9681 |
Total P&L (%) | 76.4957 | 47.0777 | 29.418 | 34.8742 | 52.1972 | -17.323 |
Avg Daily Profit (%) | 0.2937 | 0.1808 | 0.113 | 0.1149 | 0.1614 | -0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64527 | -40207 | -69333 | -103473 | -38011 | -117263 |
Profit Factor | 1.2609 | 1.3729 | 1.1762 | 1.0865 | 1.3357 | 0.9301 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 69.1781 | 65.7534 | 72.6027 | 69.1781 | 65.7534 | 72.6027 |
Ratio Avg Win / Avg Loss | 0.5618 | 0.7151 | 0.4438 | 0.4841 | 0.6957 | 0.351 |
Largest Winning Trade | 17945 | 15151 | 17945 | 20918 | 20918 | 17557 |
Largest Losing Trade | -47392 | -32476 | -47392 | -70805 | -30109 | -70805 |
Avg Bars in Trades | 164 | 168 | 160 | 164 | 168 | 160 |
Avg Bars in Winners | 104 | 111 | 97 | 104 | 111 | 97 |
Avg Bars in Losers | 299 | 276 | 326 | 299 | 276 | 326 |
Bars Traded | 23984 | 12279 | 11705 | 23984 | 12279 | 11705 |
Profit Streak | 8.0331 | 8.0331 | 15.2831 | 8.0331 | 8.0331 | 15.2831 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348526 | -65175 | -142360 | -166181 | -65162 | -649379 |
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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) |
---|