Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292304.3576 | 150405.7661 | 141898.5916 | 244573.1823 | 27039.1666 | 217534.0157 |
Total P&L (%) | 292.3044 | 150.4058 | 141.8986 | 244.5732 | 27.0392 | 217.534 |
Avg Daily Profit (%) | 0.2611 | 0.1343 | 0.1267 | 0.1106 | 0.0214 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96529 | -101553 | -59977 | -421366 | -226959 | -220561 |
Profit Factor | 1.3664 | 1.3528 | 1.382 | 1.1232 | 1.0256 | 1.2341 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 42.6829 | 39.8374 | 45.5285 | 42.6829 | 39.8374 | 45.5285 |
Ratio Avg Win / Avg Loss | 1.8349 | 2.0429 | 1.6535 | 1.5083 | 1.5489 | 1.4765 |
Largest Winning Trade | 133729 | 133729 | 32118 | 92194 | 92194 | 73822 |
Largest Losing Trade | -23938 | -23938 | -20248 | -82433 | -65131 | -82433 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3276 | 1553 | 1723 | 3276 | 1553 | 1723 |
Profit Streak | 13.291 | 13.291 | 25.6243 | 13.291 | 13.291 | 25.6243 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343519 | -15479 | -22800 | -129516 | -362225 | -56131 |
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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) |
---|