Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416304.7699 | 267963.0796 | 148341.6902 | 346735.6171 | 249024.7984 | 97710.8187 |
Total P&L (%) | 416.3048 | 267.9631 | 148.3417 | 346.7356 | 249.0248 | 97.7108 |
Avg Daily Profit (%) | 0.2469 | 0.1589 | 0.088 | 0.0888 | 0.0742 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146038 | -130877 | -62881 | -207959 | -203903 | -104103 |
Profit Factor | 1.433 | 1.4499 | 1.4054 | 1.2107 | 1.2596 | 1.1424 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 143 | 64 | 79 | 143 | 64 | 79 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 50.53 | 45.3901 | 55.6338 | 50.53 | 45.3901 | 55.6338 |
Ratio Avg Win / Avg Loss | 1.4029 | 1.7444 | 1.1208 | 1.1853 | 1.5155 | 0.911 |
Largest Winning Trade | 97816 | 97816 | 24436 | 118516 | 118516 | 54757 |
Largest Losing Trade | -54516 | -54516 | -25579 | -78815 | -78815 | -70545 |
Avg Bars in Trades | 17 | 25 | 9 | 17 | 25 | 9 |
Avg Bars in Winners | 20 | 31 | 11 | 20 | 31 | 11 |
Avg Bars in Losers | 14 | 21 | 6 | 14 | 21 | 6 |
Bars Traded | 4986 | 3659 | 1327 | 4986 | 3659 | 1327 |
Profit Streak | 15.2802 | 16.9469 | 15.2802 | 15.2802 | 16.9469 | 15.2802 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425392 | 297228 | -73375 | -71969 | -94114 | -203058 |
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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) |
---|