Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198685.0825 | 144229.6463 | 54455.4362 | 347800.8052 | 262810.8643 | 84989.9409 |
Total P&L (%) | 198.6851 | 144.2296 | 54.4554 | 347.8008 | 262.8109 | 84.9899 |
Avg Daily Profit (%) | 0.1907 | 0.1385 | 0.0523 | 0.144 | 0.1238 | 0.0591 |
Buy And Hold Return (%) | 40.6193 | 40.6193 | 40.6193 | 40.6193 | 40.6193 | 40.6193 |
Max Trade Drawdown | -34391 | -31543 | -50748 | -117608 | -92672 | -119731 |
Profit Factor | 1.4295 | 1.7904 | 1.1944 | 1.3541 | 1.6993 | 1.1402 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 67.3913 | 67.3913 | 67.3913 | 67.3913 | 67.3913 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.6917 | 0.8663 | 0.5779 | 0.6552 | 0.8223 | 0.5517 |
Largest Winning Trade | 16800 | 16800 | 15075 | 41656 | 39310 | 41656 |
Largest Losing Trade | -22380 | -20203 | -22380 | -58452 | -43932 | -58452 |
Avg Bars in Trades | 89 | 86 | 91 | 89 | 86 | 91 |
Avg Bars in Winners | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Losers | 148 | 134 | 162 | 148 | 134 | 162 |
Bars Traded | 24692 | 11998 | 12694 | 24692 | 11998 | 12694 |
Profit Streak | 16.1293 | 53.546 | 16.1293 | 16.1293 | 53.546 | 16.1293 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380043 | -6522 | -188128 | 115882 | -23988 | -185205 |
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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) |
---|