Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307993.1407 | 316759.6427 | -8766.5021 | 604.4597 | 70858.1065 | -70253.6467 |
Total P&L (%) | 307.9931 | 316.7596 | -8.7665 | 0.6045 | 70.8581 | -70.2536 |
Avg Daily Profit (%) | 0.2957 | 0.3041 | -0.0084 | 0.0006 | 0.0514 | -0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101793 | -86530 | -90861 | -240431 | -170203 | -157663 |
Profit Factor | 1.4034 | 1.735 | 0.9736 | 1.0005 | 1.1007 | 0.8662 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 40.5286 | 34.2105 | 46.9027 | 40.5286 | 34.2105 | 46.9027 |
Ratio Avg Win / Avg Loss | 2.0593 | 3.3365 | 1.1022 | 1.4681 | 2.1166 | 0.9806 |
Largest Winning Trade | 312822 | 312822 | 31949 | 241099 | 241099 | 47059 |
Largest Losing Trade | -30001 | -22326 | -30001 | -68172 | -68172 | -56006 |
Avg Bars in Trades | 108 | 109 | 107 | 108 | 109 | 107 |
Avg Bars in Winners | 165 | 196 | 143 | 165 | 196 | 143 |
Avg Bars in Losers | 69 | 64 | 76 | 69 | 64 | 76 |
Bars Traded | 24625 | 12478 | 12147 | 24625 | 12478 | 12147 |
Profit Streak | 9.7671 | 9.7671 | 18.7671 | 9.7671 | 9.7671 | 18.7671 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319553 | 218620 | -579503 | -579187 | -238646 | -581170 |
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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) |
---|