Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357046.2298 | 307271.8945 | 49774.3353 | 100071.3048 | 289652.3087 | -189581.0039 |
Total P&L (%) | 357.0462 | 307.2719 | 49.7743 | 100.0713 | 289.6523 | -189.581 |
Avg Daily Profit (%) | 0.1906 | 0.164 | 0.0266 | 0.037 | 0.0726 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140901 | -112254 | -114003 | -419948 | -393736 | -441780 |
Profit Factor | 1.2618 | 1.4467 | 1.0736 | 1.0299 | 1.1705 | 0.8852 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 205 | 100 | 105 | 205 | 100 | 105 |
Losing Trades | 177 | 91 | 86 | 177 | 91 | 86 |
Profitability (%) | 53.6649 | 52.356 | 54.9738 | 53.6649 | 52.356 | 54.9738 |
Ratio Avg Win / Avg Loss | 1.0894 | 1.3165 | 0.8793 | 0.8892 | 1.0652 | 0.725 |
Largest Winning Trade | 88938 | 88938 | 37070 | 205063 | 205063 | 81319 |
Largest Losing Trade | -46150 | -42423 | -46150 | -171868 | -150378 | -171868 |
Avg Bars in Trades | 57 | 56 | 59 | 57 | 56 | 59 |
Avg Bars in Winners | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Losers | 61 | 57 | 65 | 61 | 57 | 65 |
Bars Traded | 22116 | 10722 | 11394 | 22116 | 10722 | 11394 |
Profit Streak | 10.4102 | 10.4102 | 14.3268 | 10.4102 | 10.4102 | 14.3268 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394625 | 349122 | -298287 | -329202 | -127535 | -579095 |
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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) |
---|