Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92630.3566 | 59659.3287 | 32971.0279 | 87963.0906 | 71343.5257 | 16619.565 |
Total P&L (%) | 92.6304 | 59.6593 | 32.971 | 87.9631 | 71.3435 | 16.6196 |
Avg Daily Profit (%) | 0.3557 | 0.2291 | 0.1266 | 0.2426 | 0.207 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34968 | -38219 | -35482 | -61627 | -54916 | -56983 |
Profit Factor | 1.2082 | 1.255 | 1.1563 | 1.1457 | 1.2276 | 1.0572 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
Losing Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Profitability (%) | 52.7778 | 51.8519 | 53.7037 | 52.7778 | 51.8519 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.081 | 1.1653 | 0.9968 | 1.0251 | 1.1399 | 0.9114 |
Largest Winning Trade | 26994 | 26994 | 15726 | 22600 | 22600 | 18660 |
Largest Losing Trade | -15020 | -15020 | -10190 | -18311 | -18311 | -14131 |
Avg Bars in Trades | 76 | 78 | 73 | 76 | 78 | 73 |
Avg Bars in Winners | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Losers | 76 | 82 | 71 | 76 | 82 | 71 |
Bars Traded | 24669 | 12767 | 11902 | 24669 | 12767 | 11902 |
Profit Streak | 2.9811 | 3.0853 | 2.9811 | 2.9811 | 3.0853 | 2.9811 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320290 | 213975 | -77976 | -51881 | 225967 | -283342 |
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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) |
---|