Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83877.9378 | 56128.9116 | 27749.0262 | 41197.7415 | 69952.5415 | -28754.8 |
Total P&L (%) | 83.8779 | 56.1289 | 27.749 | 41.1977 | 69.9525 | -28.7548 |
Avg Daily Profit (%) | 0.3221 | 0.2155 | 0.1066 | 0.1326 | 0.2039 | -0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81136 | -31271 | -88921 | -146217 | -49823 | -154116 |
Profit Factor | 1.2118 | 1.3331 | 1.122 | 1.069 | 1.2897 | 0.9192 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 53.2407 | 51.8519 | 54.6296 | 53.2407 | 51.8519 | 54.6296 |
Ratio Avg Win / Avg Loss | 1.0643 | 1.2379 | 0.9318 | 0.9388 | 1.1975 | 0.7634 |
Largest Winning Trade | 17534 | 14666 | 17534 | 25586 | 25586 | 24125 |
Largest Losing Trade | -47844 | -28537 | -47844 | -71412 | -36118 | -71412 |
Avg Bars in Trades | 112 | 111 | 113 | 112 | 111 | 113 |
Avg Bars in Winners | 113 | 113 | 112 | 113 | 113 | 112 |
Avg Bars in Losers | 112 | 109 | 114 | 112 | 109 | 114 |
Bars Traded | 24336 | 12072 | 12264 | 24336 | 12072 | 12264 |
Profit Streak | 6.8 | 17.2062 | 6.8 | 6.8 | 17.2062 | 6.8 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357742 | 261939 | -142437 | -162768 | 281955 | -581153 |
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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) |
---|