Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90350.9147 | 23845.7566 | 66505.1581 | 63076.2754 | 27807.5937 | 35268.6817 |
Total P&L (%) | 90.3509 | 23.8458 | 66.5052 | 63.0763 | 27.8076 | 35.2687 |
Avg Daily Profit (%) | 0.3469 | 0.0916 | 0.2554 | 0.188 | 0.0943 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90526 | -27802 | -87801 | -238132 | -45292 | -228117 |
Profit Factor | 1.2236 | 1.1718 | 1.2508 | 1.0783 | 1.107 | 1.0646 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 53.6797 | 49.5652 | 57.7586 | 53.6797 | 49.5652 | 57.7586 |
Ratio Avg Win / Avg Loss | 1.0559 | 1.1923 | 0.9148 | 0.9305 | 1.1264 | 0.7786 |
Largest Winning Trade | 26913 | 16599 | 26913 | 41586 | 18850 | 41586 |
Largest Losing Trade | -31441 | -18126 | -31441 | -69125 | -20930 | -69125 |
Avg Bars in Trades | 107 | 59 | 154 | 107 | 59 | 154 |
Avg Bars in Winners | 98 | 64 | 127 | 98 | 64 | 127 |
Avg Bars in Losers | 117 | 54 | 191 | 117 | 54 | 191 |
Bars Traded | 24786 | 6814 | 17972 | 24786 | 6814 | 17972 |
Profit Streak | 6.7809 | 10.6976 | 6.7809 | 6.7809 | 10.6976 | 6.7809 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377728 | -106899 | 248943 | -127001 | -173515 | -190849 |
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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) |
---|