Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292378.1976 | 156072.2943 | 136305.9032 | 348258.5976 | 78463.8482 | 269794.7494 |
Total P&L (%) | 292.3782 | 156.0723 | 136.3059 | 348.2586 | 78.4638 | 269.7947 |
Avg Daily Profit (%) | 0.2807 | 0.1498 | 0.1309 | 0.1441 | 0.0556 | 0.1256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50951 | -50472 | -50951 | -308205 | -248571 | -298059 |
Profit Factor | 1.5557 | 1.5943 | 1.5171 | 1.2561 | 1.1157 | 1.3957 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 67.6056 | 64.7887 | 70.4225 | 67.6056 | 64.7887 | 70.4225 |
Ratio Avg Win / Avg Loss | 0.7454 | 0.8665 | 0.6372 | 0.6019 | 0.6064 | 0.5862 |
Largest Winning Trade | 40219 | 40219 | 32844 | 151789 | 97892 | 151789 |
Largest Losing Trade | -50951 | -35898 | -50951 | -275329 | -175056 | -275329 |
Avg Bars in Trades | 172 | 189 | 155 | 172 | 189 | 155 |
Avg Bars in Winners | 123 | 131 | 115 | 123 | 131 | 115 |
Avg Bars in Losers | 274 | 295 | 249 | 274 | 295 | 249 |
Bars Traded | 24461 | 13442 | 11019 | 24461 | 13442 | 11019 |
Profit Streak | 10.698 | 34.1563 | 10.698 | 10.698 | 34.1563 | 10.698 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433617 | -76127 | -101967 | 45699 | -296839 | -109681 |
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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) |
---|