Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88066.3201 | 40333.5177 | 47732.8025 | 82411.0268 | 58532.1443 | 23878.8824 |
Total P&L (%) | 88.0663 | 40.3335 | 47.7328 | 82.411 | 58.5321 | 23.8789 |
Avg Daily Profit (%) | 0.3382 | 0.1549 | 0.1833 | 0.2311 | 0.1771 | 0.0823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36797 | -36587 | -46533 | -81437 | -43870 | -99336 |
Profit Factor | 1.2286 | 1.2166 | 1.2397 | 1.1274 | 1.198 | 1.068 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Profitability (%) | 52.4444 | 52.6786 | 52.2124 | 52.4444 | 52.6786 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.114 | 1.0929 | 1.1347 | 1.0223 | 1.0761 | 0.9775 |
Largest Winning Trade | 14726 | 14726 | 12638 | 25709 | 25709 | 17930 |
Largest Losing Trade | -14843 | -14843 | -11864 | -23869 | -19327 | -23869 |
Avg Bars in Trades | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Winners | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Losers | 113 | 112 | 114 | 113 | 112 | 114 |
Bars Traded | 24379 | 11966 | 12413 | 24379 | 11966 | 12413 |
Profit Streak | 4.632 | 0 | 5.8611 | 4.632 | 0 | 5.8611 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321083 | 119251 | 179872 | -72051 | 93179 | -235514 |
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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) |
---|