Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166062.0687 | 148313.4314 | 17748.6373 | 54992.0677 | 2630.0557 | 52362.0119 |
Total P&L (%) | 166.0621 | 148.3134 | 17.7486 | 54.9921 | 2.6301 | 52.362 |
Avg Daily Profit (%) | 0.1594 | 0.1424 | 0.017 | 0.0421 | 0.0025 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115411 | -90619 | -47567 | -266591 | -232954 | -84834 |
Profit Factor | 1.2621 | 1.3985 | 1.0679 | 1.0471 | 1.0038 | 1.1117 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 117 | 65 | 52 | 117 | 65 | 52 |
Profitability (%) | 49.3562 | 43.1034 | 55.5556 | 49.3562 | 43.1034 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.284 | 1.8181 | 0.8543 | 1.0653 | 1.3049 | 0.8894 |
Largest Winning Trade | 89957 | 89957 | 21836 | 86421 | 86421 | 59574 |
Largest Losing Trade | -21594 | -21594 | -15843 | -54761 | -54761 | -23840 |
Avg Bars in Trades | 105 | 168 | 43 | 105 | 168 | 43 |
Avg Bars in Winners | 119 | 216 | 45 | 119 | 216 | 45 |
Avg Bars in Losers | 92 | 133 | 40 | 92 | 133 | 40 |
Bars Traded | 24604 | 19535 | 5069 | 24604 | 19535 | 5069 |
Profit Streak | 8.6516 | 0 | 14.0682 | 8.6516 | 0 | 14.0682 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315562 | -4096 | -324926 | -304815 | -574580 | -238329 |
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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) |
---|