Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377249.4943 | 308124.5983 | 69124.896 | 66583.59 | 194710.4853 | -128126.8953 |
Total P&L (%) | 377.2495 | 308.1246 | 69.1249 | 66.5836 | 194.7105 | -128.1269 |
Avg Daily Profit (%) | 0.2156 | 0.1761 | 0.0395 | 0.0292 | 0.0618 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243090 | -213531 | -143461 | -445239 | -331662 | -274572 |
Profit Factor | 1.2668 | 1.4373 | 1.0975 | 1.031 | 1.1726 | 0.8747 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Profitability (%) | 42.2819 | 42.2819 | 42.2819 | 42.2819 | 42.2819 | 42.2819 |
Ratio Avg Win / Avg Loss | 1.7293 | 1.962 | 1.4981 | 1.4073 | 1.6006 | 1.194 |
Largest Winning Trade | 108167 | 108167 | 57608 | 241102 | 241102 | 86270 |
Largest Losing Trade | -34280 | -25413 | -34280 | -107692 | -107692 | -53676 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3495 | 1597 | 1898 | 3495 | 1597 | 1898 |
Profit Streak | 23.1524 | 37.1524 | 23.1524 | 23.1524 | 37.1524 | 23.1524 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310262 | 256026 | -255843 | -340741 | -142356 | -581448 |
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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) |
---|