Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226096.309 | 176879.8575 | 49216.4515 | 357538.4972 | 234858.2624 | 122680.2348 |
Total P&L (%) | 226.0963 | 176.8799 | 49.2165 | 357.5385 | 234.8583 | 122.6802 |
Avg Daily Profit (%) | 0.4341 | 0.3396 | 0.0945 | 0.2924 | 0.2323 | 0.1538 |
Buy And Hold Return (%) | 80.0322 | 80.0322 | 80.0322 | 80.0322 | 80.0322 | 80.0322 |
Max Trade Drawdown | -44982 | -41302 | -36467 | -205077 | -167538 | -137919 |
Profit Factor | 1.4548 | 1.7145 | 1.1972 | 1.2549 | 1.3205 | 1.1832 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 47.3118 | 45.7143 | 48.9209 | 47.3118 | 45.7143 | 48.9209 |
Ratio Avg Win / Avg Loss | 1.6201 | 2.036 | 1.25 | 1.3975 | 1.5681 | 1.2354 |
Largest Winning Trade | 93378 | 93378 | 20987 | 127712 | 127712 | 59727 |
Largest Losing Trade | -16589 | -16589 | -10486 | -46444 | -46444 | -43773 |
Avg Bars in Trades | 88 | 88 | 88 | 88 | 88 | 88 |
Avg Bars in Winners | 112 | 114 | 110 | 112 | 114 | 110 |
Avg Bars in Losers | 66 | 66 | 66 | 66 | 66 | 66 |
Bars Traded | 24642 | 12357 | 12285 | 24642 | 12357 | 12285 |
Profit Streak | 8.3068 | 10.8276 | 0 | 8.3068 | 10.8276 | 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 | 324502 | 189078 | -237391 | 249488 | 170096 | -22982 |
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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) |
---|