Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418142.9277 | 381294.2643 | 36848.6634 | 45512.3594 | 44449.005 | 1063.3544 |
Total P&L (%) | 418.1429 | 381.2943 | 36.8487 | 45.5124 | 44.449 | 1.0634 |
Avg Daily Profit (%) | 0.1664 | 0.1517 | 0.0147 | 0.0149 | 0.0146 | 0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258069 | -106054 | -164079 | -711381 | -299481 | -425667 |
Profit Factor | 1.4239 | 1.9163 | 1.0646 | 1.0269 | 1.0622 | 1.0011 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 46.1538 | 45.0704 | 47.2222 | 46.1538 | 45.0704 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.6612 | 2.3354 | 1.1899 | 1.1981 | 1.2946 | 1.1189 |
Largest Winning Trade | 131859 | 131859 | 57577 | 248656 | 106645 | 248656 |
Largest Losing Trade | -55231 | -38021 | -55231 | -206562 | -106001 | -206562 |
Avg Bars in Trades | 51 | 39 | 63 | 51 | 39 | 63 |
Avg Bars in Winners | 59 | 35 | 81 | 59 | 35 | 81 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 7361 | 2802 | 4559 | 7361 | 2802 | 4559 |
Profit Streak | 40.0602 | 0 | 42.7268 | 40.0602 | 0 | 42.7268 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313795 | -78028 | -405199 | -366096 | -416079 | -657336 |
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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) |
---|