Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73473.497 | 43739.7514 | 29733.7456 | 59188.5913 | 35215.5741 | 23973.0172 |
Total P&L (%) | 73.4735 | 43.7398 | 29.7337 | 59.1886 | 35.2156 | 23.973 |
Avg Daily Profit (%) | 0.2821 | 0.168 | 0.1142 | 0.1787 | 0.1159 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43629 | -27958 | -52286 | -62063 | -37219 | -64616 |
Profit Factor | 1.199 | 1.2222 | 1.1724 | 1.1348 | 1.1489 | 1.1184 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 53.1496 | 51.1811 | 55.1181 | 53.1496 | 51.1811 | 55.1181 |
Ratio Avg Win / Avg Loss | 1.0569 | 1.1658 | 0.9547 | 1.0003 | 1.0959 | 0.9107 |
Largest Winning Trade | 17915 | 13102 | 17915 | 19902 | 17163 | 19902 |
Largest Losing Trade | -19993 | -18431 | -19993 | -23809 | -23809 | -21516 |
Avg Bars in Trades | 97 | 97 | 97 | 97 | 97 | 97 |
Avg Bars in Winners | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Losers | 98 | 98 | 97 | 98 | 98 | 97 |
Bars Traded | 24684 | 12345 | 12339 | 24684 | 12345 | 12339 |
Profit Streak | 6.5019 | 6.5019 | 7.1477 | 6.5019 | 6.5019 | 7.1477 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313759 | 188571 | -75554 | -63436 | -97460 | -178291 |
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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) |
---|