Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160477.0772 | 44004.7392 | 116472.3379 | 214599.6362 | 15269.405 | 199330.2312 |
Total P&L (%) | 160.4771 | 44.0047 | 116.4723 | 214.5996 | 15.2694 | 199.3302 |
Avg Daily Profit (%) | 0.6162 | 0.169 | 0.4472 | 0.4411 | 0.0546 | 0.4219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51505 | -40130 | -39814 | -123871 | -89976 | -94442 |
Profit Factor | 1.4927 | 1.3336 | 1.601 | 1.2712 | 1.0489 | 1.4161 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 53.7037 | 50.9259 | 56.4815 | 53.7037 | 50.9259 | 56.4815 |
Ratio Avg Win / Avg Loss | 1.2868 | 1.2851 | 1.2336 | 1.0959 | 1.0108 | 1.0911 |
Largest Winning Trade | 49399 | 49399 | 24219 | 63800 | 63800 | 48049 |
Largest Losing Trade | -22643 | -18089 | -22643 | -59354 | -40396 | -59354 |
Avg Bars in Trades | 114 | 51 | 177 | 114 | 51 | 177 |
Avg Bars in Winners | 104 | 64 | 140 | 104 | 64 | 140 |
Avg Bars in Losers | 126 | 37 | 225 | 126 | 37 | 225 |
Bars Traded | 24732 | 5550 | 19182 | 24732 | 5550 | 19182 |
Profit Streak | 4.8413 | 4.8413 | 6.9038 | 4.8413 | 4.8413 | 6.9038 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492828 | 172956 | 431551 | 390215 | -297771 | 383221 |
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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) |
---|