Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374702.4028 | 339020.9346 | 35681.4682 | 70843.0627 | 43001.1354 | 27841.9273 |
Total P&L (%) | 374.7024 | 339.0209 | 35.6815 | 70.8431 | 43.0011 | 27.8419 |
Avg Daily Profit (%) | 0.1498 | 0.1355 | 0.0143 | 0.0214 | 0.0143 | 0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121426 | -98903 | -123921 | -478110 | -454769 | -281969 |
Profit Factor | 1.4387 | 1.7912 | 1.0838 | 1.0369 | 1.039 | 1.0341 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 52.5 | 55 | 50 | 52.5 | 55 | 50 |
Ratio Avg Win / Avg Loss | 1.3016 | 1.4655 | 1.0838 | 0.9382 | 0.8501 | 1.0341 |
Largest Winning Trade | 95072 | 95072 | 56607 | 229028 | 229028 | 104692 |
Largest Losing Trade | -50440 | -50440 | -44777 | -180606 | -180606 | -94587 |
Avg Bars in Trades | 121 | 128 | 114 | 121 | 128 | 114 |
Avg Bars in Winners | 146 | 142 | 150 | 146 | 142 | 150 |
Avg Bars in Losers | 93 | 111 | 77 | 93 | 111 | 77 |
Bars Traded | 14544 | 7693 | 6850 | 14544 | 7693 | 6850 |
Profit Streak | 0 | 0 | 98.7173 | 0 | 0 | 98.7173 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305597 | -178349 | -473342 | -345205 | -523526 | -534653 |
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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) |
---|