Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376843.3274 | 299490.1069 | 77353.2205 | 273826.6974 | 240275.8453 | 33550.8521 |
Total P&L (%) | 376.8433 | 299.4901 | 77.3532 | 273.8267 | 240.2758 | 33.5509 |
Avg Daily Profit (%) | 0.2129 | 0.1692 | 0.0437 | 0.0745 | 0.0692 | 0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140346 | -87054 | -115216 | -1003724 | -851303 | -862000 |
Profit Factor | 1.2847 | 1.4499 | 1.1175 | 1.0352 | 1.061 | 1.0087 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 213 | 104 | 109 | 213 | 104 | 109 |
Losing Trades | 273 | 139 | 134 | 273 | 139 | 134 |
Profitability (%) | 43.8272 | 42.7984 | 44.856 | 43.8272 | 42.7984 | 44.856 |
Ratio Avg Win / Avg Loss | 1.6465 | 1.9378 | 1.3738 | 1.3268 | 1.418 | 1.2401 |
Largest Winning Trade | 78927 | 78927 | 65667 | 528446 | 360831 | 528446 |
Largest Losing Trade | -37129 | -24174 | -37129 | -442904 | -205940 | -442904 |
Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Winners | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 20869 | 9506 | 11363 | 20869 | 9506 | 11363 |
Profit Streak | 19.0971 | 33.6805 | 0 | 19.0971 | 33.6805 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343124 | 285323 | -227065 | -274583 | -255543 | -386020 |
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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) |
---|