Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86378.5643 | 63790.9707 | 22587.5936 | 47949.0223 | 63807.0475 | -15858.0253 |
Total P&L (%) | 86.3786 | 63.791 | 22.5876 | 47.949 | 63.807 | -15.858 |
Avg Daily Profit (%) | 0.3317 | 0.245 | 0.0867 | 0.1505 | 0.1897 | -0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65742 | -14087 | -76734 | -102742 | -22504 | -124621 |
Profit Factor | 1.3005 | 1.5962 | 1.1252 | 1.1191 | 1.4629 | 0.9401 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 72.2628 | 70.5882 | 73.913 | 72.2628 | 70.5882 | 73.913 |
Ratio Avg Win / Avg Loss | 0.4992 | 0.6651 | 0.3971 | 0.4296 | 0.6096 | 0.3318 |
Largest Winning Trade | 15257 | 8951 | 15257 | 18239 | 9821 | 18239 |
Largest Losing Trade | -47563 | -31087 | -47563 | -69178 | -30865 | -69178 |
Avg Bars in Trades | 175 | 173 | 176 | 175 | 173 | 176 |
Avg Bars in Winners | 102 | 108 | 95 | 102 | 108 | 95 |
Avg Bars in Losers | 365 | 330 | 405 | 365 | 330 | 405 |
Bars Traded | 23995 | 11829 | 12166 | 23995 | 11829 | 12166 |
Profit Streak | 6.3576 | 15.0451 | 6.3576 | 6.3576 | 15.0451 | 6.3576 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366691 | -98599 | -266098 | -82429 | -99885 | -680061 |
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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) |
---|