Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65070.6524 | 47759.5961 | 17311.0563 | 49361.0293 | 38156.4988 | 11204.5305 |
Total P&L (%) | 65.0707 | 47.7596 | 17.3111 | 49.361 | 38.1565 | 11.2045 |
Avg Daily Profit (%) | 0.2499 | 0.1834 | 0.0665 | 0.1542 | 0.1242 | 0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63958 | -33865 | -44729 | -80878 | -34913 | -55728 |
Profit Factor | 1.284 | 1.419 | 1.1503 | 1.1903 | 1.2921 | 1.087 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 53.7815 | 51.6667 | 55.9322 | 53.7815 | 51.6667 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.1034 | 1.3275 | 0.9063 | 1.0229 | 1.2088 | 0.8564 |
Largest Winning Trade | 24424 | 24424 | 22005 | 22894 | 20422 | 22894 |
Largest Losing Trade | -25735 | -14494 | -25735 | -26888 | -17999 | -26888 |
Avg Bars in Trades | 205 | 214 | 196 | 205 | 214 | 196 |
Avg Bars in Winners | 141 | 146 | 137 | 141 | 146 | 137 |
Avg Bars in Losers | 279 | 287 | 270 | 279 | 287 | 270 |
Bars Traded | 24467 | 12882 | 11585 | 24467 | 12882 | 11585 |
Profit Streak | 8.5385 | 8.7469 | 8.5385 | 8.5385 | 8.7469 | 8.5385 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312047 | -162482 | -346357 | -4423 | -198808 | -569872 |
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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) |
---|