Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440722.6676 | 411837.3616 | 28885.3059 | 7729.8576 | 87728.4159 | -79998.5583 |
Total P&L (%) | 440.7227 | 411.8374 | 28.8853 | 7.7299 | 87.7284 | -79.9986 |
Avg Daily Profit (%) | 0.2341 | 0.2187 | 0.0153 | 0.004 | 0.0335 | -0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147786 | -92051 | -97122 | -326701 | -241365 | -303853 |
Profit Factor | 1.4021 | 1.7127 | 1.0557 | 1.0037 | 1.0818 | 0.9201 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 45.0237 | 40.9524 | 49.0566 | 45.0237 | 40.9524 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.7121 | 2.4695 | 1.0964 | 1.2256 | 1.5598 | 0.9555 |
Largest Winning Trade | 344962 | 344962 | 37734 | 139129 | 139129 | 59727 |
Largest Losing Trade | -40910 | -39504 | -40910 | -138694 | -116310 | -138694 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 3639 | 2018 | 1621 | 3639 | 2018 | 1621 |
Profit Streak | 11.5412 | 0 | 18.5412 | 11.5412 | 0 | 18.5412 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353141 | 270414 | -334565 | -569661 | -281184 | -580577 |
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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) |
---|