Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146516.79 | 112554.9763 | 33961.8136 | 129089.3699 | 69579.3192 | 59510.0507 |
Total P&L (%) | 146.5168 | 112.555 | 33.9618 | 129.0894 | 69.5793 | 59.5101 |
Avg Daily Profit (%) | 0.2813 | 0.2161 | 0.0652 | 0.1593 | 0.1015 | 0.0897 |
Buy And Hold Return (%) | 19.8096 | 19.8096 | 19.8096 | 19.8096 | 19.8096 | 19.8096 |
Max Trade Drawdown | -89983 | -48494 | -49580 | -203403 | -147368 | -125898 |
Profit Factor | 1.2566 | 1.4207 | 1.1119 | 1.1241 | 1.1349 | 1.1135 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Profitability (%) | 51.0714 | 51.4286 | 50.7143 | 51.0714 | 51.4286 | 50.7143 |
Ratio Avg Win / Avg Loss | 1.2039 | 1.3418 | 1.0806 | 1.077 | 1.0719 | 1.0822 |
Largest Winning Trade | 48362 | 48362 | 33396 | 62929 | 62929 | 42267 |
Largest Losing Trade | -20943 | -15820 | -20943 | -60926 | -60926 | -34967 |
Avg Bars in Trades | 88 | 85 | 90 | 88 | 85 | 90 |
Avg Bars in Winners | 72 | 64 | 80 | 72 | 64 | 80 |
Avg Bars in Losers | 104 | 108 | 101 | 104 | 108 | 101 |
Bars Traded | 24716 | 11999 | 12717 | 24716 | 11999 | 12717 |
Profit Streak | 4.4477 | 8.5727 | 0 | 4.4477 | 8.5727 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337219 | 297247 | -212748 | -75793 | -131737 | -172635 |
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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) |
---|