Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446919.1857 | 354358.9968 | 92560.1889 | 253038.5171 | 321317.2839 | -68278.7668 |
Total P&L (%) | 446.9192 | 354.359 | 92.5602 | 253.0385 | 321.3173 | -68.2788 |
Avg Daily Profit (%) | 0.1788 | 0.1417 | 0.037 | 0.0505 | 0.0575 | -0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108263 | -96264 | -131926 | -305551 | -164520 | -353456 |
Profit Factor | 1.5885 | 1.9538 | 1.2387 | 1.1912 | 1.5052 | 0.9006 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 48.1203 | 51.5152 | 44.7761 | 48.1203 | 51.5152 | 44.7761 |
Ratio Avg Win / Avg Loss | 1.7126 | 1.8388 | 1.5277 | 1.2843 | 1.4167 | 1.1108 |
Largest Winning Trade | 148981 | 148981 | 52167 | 206443 | 206443 | 64811 |
Largest Losing Trade | -56037 | -35048 | -56037 | -136661 | -60621 | -136661 |
Avg Bars in Trades | 35 | 44 | 26 | 35 | 44 | 26 |
Avg Bars in Winners | 40 | 45 | 34 | 40 | 45 | 34 |
Avg Bars in Losers | 30 | 43 | 19 | 30 | 43 | 19 |
Bars Traded | 4712 | 2943 | 1769 | 4712 | 2943 | 1769 |
Profit Streak | 78.4744 | 98.4744 | 78.4744 | 78.4744 | 98.4744 | 78.4744 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395384 | -123128 | -260774 | -135091 | -237767 | -697265 |
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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) |
---|