Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400431.4652 | 220409.9657 | 180021.4995 | 239168.4448 | 54799.559 | 184368.8858 |
Total P&L (%) | 400.4315 | 220.41 | 180.0215 | 239.1684 | 54.7996 | 184.3689 |
Avg Daily Profit (%) | 0.2196 | 0.1209 | 0.0987 | 0.067 | 0.024 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162678 | -108501 | -94383 | -1794681 | -1167616 | -1092194 |
Profit Factor | 1.2946 | 1.3315 | 1.2592 | 1.0299 | 1.0142 | 1.0445 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 159 | 76 | 83 | 159 | 76 | 83 |
Losing Trades | 213 | 110 | 103 | 213 | 110 | 103 |
Profitability (%) | 42.7419 | 40.8602 | 44.6237 | 42.7419 | 40.8602 | 44.6237 |
Ratio Avg Win / Avg Loss | 1.7343 | 1.9272 | 1.5627 | 1.3796 | 1.4679 | 1.2962 |
Largest Winning Trade | 90086 | 90086 | 33777 | 393330 | 393330 | 342778 |
Largest Losing Trade | -39089 | -39089 | -27288 | -554448 | -554448 | -333040 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 10813 | 5580 | 5233 | 10813 | 5580 | 5233 |
Profit Streak | 21.757 | 21.757 | 23.757 | 21.757 | 21.757 | 23.757 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338341 | -32827 | -61067 | -290688 | -369382 | -288767 |
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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) |
---|