Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431255.6159 | 350366.4338 | 80889.1821 | 281325.5087 | 302904.4104 | -21578.9017 |
Total P&L (%) | 431.2556 | 350.3664 | 80.8892 | 281.3255 | 302.9044 | -21.5789 |
Avg Daily Profit (%) | 0.1723 | 0.14 | 0.0323 | 0.0535 | 0.0557 | -0.0097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171827 | -110873 | -131837 | -411067 | -226753 | -221688 |
Profit Factor | 1.5256 | 1.8371 | 1.2012 | 1.1881 | 1.3875 | 0.9698 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 55.8659 | 55.5556 | 56.1798 | 55.8659 | 55.5556 | 56.1798 |
Ratio Avg Win / Avg Loss | 1.2052 | 1.4696 | 0.937 | 0.9386 | 1.11 | 0.7564 |
Largest Winning Trade | 138735 | 138735 | 54831 | 254811 | 254811 | 111641 |
Largest Losing Trade | -47232 | -39050 | -47232 | -160154 | -144575 | -160154 |
Avg Bars in Trades | 26 | 17 | 36 | 26 | 17 | 36 |
Avg Bars in Winners | 28 | 16 | 39 | 28 | 16 | 39 |
Avg Bars in Losers | 24 | 18 | 31 | 24 | 18 | 31 |
Bars Traded | 4795 | 1588 | 3207 | 4795 | 1588 | 3207 |
Profit Streak | 16.8391 | 26.3391 | 0 | 16.8391 | 26.3391 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410175 | -2604 | -151427 | -134289 | -116723 | -580293 |
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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) |
---|