Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233041.4908 | 97568.1307 | 135473.36 | 465211.9146 | 238857.9316 | 226353.983 |
Total P&L (%) | 233.0415 | 97.5681 | 135.4734 | 465.2119 | 238.8579 | 226.354 |
Avg Daily Profit (%) | 0.4474 | 0.1873 | 0.2601 | 0.3331 | 0.2346 | 0.2274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64443 | -32224 | -59594 | -139419 | -70871 | -149488 |
Profit Factor | 1.4379 | 1.3527 | 1.5302 | 1.3776 | 1.3741 | 1.3813 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 45.4955 | 43.2432 | 47.7477 | 45.4955 | 43.2432 | 47.7477 |
Ratio Avg Win / Avg Loss | 1.7226 | 1.7754 | 1.6745 | 1.6504 | 1.8035 | 1.5116 |
Largest Winning Trade | 33980 | 33980 | 19269 | 85071 | 85071 | 67163 |
Largest Losing Trade | -14666 | -12852 | -14666 | -53621 | -39682 | -53621 |
Avg Bars in Trades | 111 | 114 | 109 | 111 | 114 | 109 |
Avg Bars in Winners | 158 | 168 | 148 | 158 | 168 | 148 |
Avg Bars in Losers | 73 | 72 | 74 | 73 | 72 | 74 |
Bars Traded | 24840 | 12670 | 12170 | 24840 | 12670 | 12170 |
Profit Streak | 2.9641 | 0 | 14.9224 | 2.9641 | 0 | 14.9224 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339587 | 200673 | 378813 | 291138 | 219937 | 335983 |
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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) |
---|