Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657466.032 | 531942.0069 | 125524.025 | 1558509.7385 | 525389.1713 | 1033120.5672 |
Total P&L (%) | 657.466 | 531.942 | 125.524 | 1558.5097 | 525.3892 | 1033.1206 |
Avg Daily Profit (%) | 0.3326 | 0.2691 | 0.0635 | 0.1422 | 0.0928 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154747 | -135344 | -123635 | -2105214 | -1677564 | -603010 |
Profit Factor | 1.5811 | 1.8987 | 1.2327 | 1.2376 | 1.1368 | 1.38 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 50.1718 | 50 | 50.3448 | 50.1718 | 50 | 50.3448 |
Ratio Avg Win / Avg Loss | 1.5703 | 1.8987 | 1.2158 | 1.2291 | 1.1368 | 1.3611 |
Largest Winning Trade | 143539 | 143539 | 71079 | 1040251 | 862570 | 1040251 |
Largest Losing Trade | -37440 | -30341 | -37440 | -759678 | -759678 | -422876 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 7736 | 3720 | 4016 | 7736 | 3720 | 4016 |
Profit Streak | 490.2218 | 490.2218 | 499.9718 | 490.2218 | 490.2218 | 499.9718 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535198 | 465398 | -107730 | -334 | -138065 | -27239 |
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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) |
---|