Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166718.8237 | 94341.8427 | 72376.981 | 302046.9243 | 179135.8568 | 122911.0675 |
Total P&L (%) | 166.7188 | 94.3418 | 72.377 | 302.0469 | 179.1359 | 122.9111 |
Avg Daily Profit (%) | 1.2002 | 0.6792 | 0.521 | 1.0067 | 0.7417 | 0.5787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53377 | -26798 | -43802 | -92671 | -33498 | -77236 |
Profit Factor | 1.6047 | 1.741 | 1.4877 | 1.6582 | 1.9058 | 1.4707 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 50.4464 | 50.8929 | 50 | 50.4464 | 50.8929 | 50 |
Ratio Avg Win / Avg Loss | 1.5763 | 1.68 | 1.4877 | 1.6289 | 1.8389 | 1.4707 |
Largest Winning Trade | 19854 | 19854 | 15775 | 40874 | 40874 | 24366 |
Largest Losing Trade | -26332 | -26332 | -18842 | -32947 | -32947 | -31011 |
Avg Bars in Trades | 57 | 56 | 59 | 57 | 56 | 59 |
Avg Bars in Winners | 72 | 73 | 71 | 72 | 73 | 71 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 12989 | 6341 | 6648 | 12989 | 6341 | 6648 |
Profit Streak | 131.7657 | 131.7969 | 131.7657 | 131.7657 | 131.7969 | 131.7657 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595534 | 491881 | 364560 | 593207 | 522575 | 378578 |
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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) |
---|