Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283476.734 | 195972.7686 | 87503.9654 | 570195.0496 | 211914.692 | 358280.3576 |
Total P&L (%) | 283.4767 | 195.9728 | 87.504 | 570.1951 | 211.9147 | 358.2804 |
Avg Daily Profit (%) | 0.2721 | 0.1881 | 0.084 | 0.1828 | 0.1093 | 0.1462 |
Buy And Hold Return (%) | 17.4987 | 17.4987 | 17.4987 | 17.4987 | 17.4987 | 17.4987 |
Max Trade Drawdown | -58905 | -54193 | -48195 | -375810 | -335256 | -144351 |
Profit Factor | 1.4341 | 1.5847 | 1.2753 | 1.2929 | 1.1983 | 1.408 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Profitability (%) | 44 | 41.3333 | 46.6667 | 44 | 41.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8252 | 2.2493 | 1.4575 | 1.6455 | 1.7009 | 1.6092 |
Largest Winning Trade | 63441 | 63441 | 27911 | 169686 | 133477 | 169686 |
Largest Losing Trade | -21000 | -21000 | -17837 | -141725 | -141725 | -134476 |
Avg Bars in Trades | 82 | 80 | 85 | 82 | 80 | 85 |
Avg Bars in Winners | 103 | 103 | 104 | 103 | 103 | 104 |
Avg Bars in Losers | 66 | 63 | 68 | 66 | 63 | 68 |
Bars Traded | 24837 | 12031 | 12806 | 24837 | 12031 | 12806 |
Profit Streak | 8.5793 | 0 | 12.5793 | 8.5793 | 0 | 12.5793 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365707 | 263337 | -82183 | 322156 | -51503 | 146280 |
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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) |
---|