Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234538.9101 | 130302.5498 | 104236.3604 | 416902.5769 | 170442.169 | 246460.4079 |
Total P&L (%) | 234.5389 | 130.3026 | 104.2364 | 416.9026 | 170.4422 | 246.4604 |
Avg Daily Profit (%) | 0.1878 | 0.1044 | 0.0835 | 0.1316 | 0.0797 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58974 | -45715 | -47798 | -214241 | -214241 | -134064 |
Profit Factor | 1.8465 | 1.9008 | 1.7871 | 1.4891 | 1.3443 | 1.6897 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 81.7308 | 80.7692 | 82.6923 | 81.7308 | 80.7692 | 82.6923 |
Ratio Avg Win / Avg Loss | 0.4127 | 0.4526 | 0.374 | 0.3329 | 0.3201 | 0.3537 |
Largest Winning Trade | 21180 | 19103 | 21180 | 57137 | 40222 | 57137 |
Largest Losing Trade | -45715 | -45715 | -32195 | -214241 | -214241 | -93623 |
Avg Bars in Trades | 32 | 42 | 22 | 32 | 42 | 22 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 137 | 181 | 88 | 137 | 181 | 88 |
Bars Traded | 3412 | 2222 | 1190 | 3412 | 2222 | 1190 |
Profit Streak | 6.9135 | 134.2468 | 6.9135 | 6.9135 | 134.2468 | 6.9135 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521204 | -227382 | -255361 | -11477 | -262386 | -234103 |
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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) |
---|