Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171100.9639 | 34396.2959 | 136704.668 | 35630.781 | -350988.9232 | 386619.7042 |
Total P&L (%) | 171.101 | 34.3963 | 136.7047 | 35.6308 | -350.9889 | 386.6197 |
Avg Daily Profit (%) | 0.164 | 0.033 | 0.131 | 0.0292 | 0 | 0.1518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121653 | -125943 | -55156 | -557531 | -679685 | -295742 |
Profit Factor | 1.2089 | 1.0777 | 1.363 | 1.0109 | 0.8031 | 1.259 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
Profitability (%) | 49.1525 | 44.0678 | 54.2373 | 49.1525 | 44.0678 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.2506 | 1.3679 | 1.15 | 1.0457 | 1.0193 | 1.0623 |
Largest Winning Trade | 67766 | 67766 | 39898 | 156952 | 129801 | 156952 |
Largest Losing Trade | -29557 | -26786 | -29557 | -160711 | -160711 | -144353 |
Avg Bars in Trades | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Winners | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 6083 | 3088 | 2995 | 6083 | 3088 | 2995 |
Profit Streak | 15.6036 | 15.6036 | 19.9369 | 15.6036 | 15.6036 | 19.9369 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342344 | -288259 | -15551 | -362348 | -580800 | 327564 |
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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) |
---|