Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241667.5311 | 182555.8882 | 59111.643 | 383542.5794 | 222867.3638 | 160675.2156 |
Total P&L (%) | 241.6675 | 182.5559 | 59.1116 | 383.5426 | 222.8674 | 160.6752 |
Avg Daily Profit (%) | 0.464 | 0.3505 | 0.1135 | 0.303 | 0.2253 | 0.1841 |
Buy And Hold Return (%) | 78.513 | 78.513 | 78.513 | 78.513 | 78.513 | 78.513 |
Max Trade Drawdown | -43885 | -36080 | -38631 | -310424 | -231420 | -245337 |
Profit Factor | 1.6009 | 1.8752 | 1.3053 | 1.213 | 1.2296 | 1.1936 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 45.1456 | 44.6602 | 45.6311 | 45.1456 | 44.6602 | 45.6311 |
Ratio Avg Win / Avg Loss | 1.9452 | 2.3236 | 1.5553 | 1.4738 | 1.5236 | 1.4221 |
Largest Winning Trade | 122093 | 122093 | 23180 | 205124 | 205124 | 113269 |
Largest Losing Trade | -11793 | -10907 | -11793 | -69778 | -64675 | -69778 |
Avg Bars in Trades | 117 | 117 | 118 | 117 | 117 | 118 |
Avg Bars in Winners | 158 | 164 | 152 | 158 | 164 | 152 |
Avg Bars in Losers | 84 | 79 | 88 | 84 | 79 | 88 |
Bars Traded | 24270 | 12116 | 12154 | 24270 | 12116 | 12154 |
Profit Streak | 7.7905 | 9.853 | 7.7905 | 7.7905 | 9.853 | 7.7905 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346448 | 230570 | -207900 | 229538 | 144222 | -8579 |
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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) |
---|