Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325967.7968 | 278228.9165 | 47738.8803 | 44386.1267 | 42659.5247 | 1726.602 |
Total P&L (%) | 325.9678 | 278.2289 | 47.7389 | 44.3861 | 42.6595 | 1.7266 |
Avg Daily Profit (%) | 0.2691 | 0.2297 | 0.0394 | 0.0303 | 0.0293 | 0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206211 | -133341 | -129796 | -313547 | -221557 | -123023 |
Profit Factor | 1.2261 | 1.3687 | 1.0695 | 1.0264 | 1.0471 | 1.0022 |
Total Trades | 385 | 192 | 193 | 385 | 192 | 193 |
Winning Trades | 190 | 85 | 105 | 190 | 85 | 105 |
Losing Trades | 195 | 107 | 88 | 195 | 107 | 88 |
Profitability (%) | 49.3506 | 44.2708 | 54.4041 | 49.3506 | 44.2708 | 54.4041 |
Ratio Avg Win / Avg Loss | 1.2583 | 1.723 | 0.8963 | 1.0534 | 1.3181 | 0.84 |
Largest Winning Trade | 106451 | 106451 | 38993 | 72871 | 72871 | 35490 |
Largest Losing Trade | -46022 | -31406 | -46022 | -69019 | -69019 | -48529 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4833 | 2416 | 2417 | 4833 | 2416 | 2417 |
Profit Streak | 17.3234 | 26.5734 | 17.3234 | 17.3234 | 26.5734 | 17.3234 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410797 | 340321 | -285217 | -342109 | -324462 | -574070 |
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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) |
---|