Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316931.8653 | 217767.0394 | 99164.8259 | 686882.2026 | 246922.404 | 439959.7986 |
Total P&L (%) | 316.9319 | 217.767 | 99.1648 | 686.8822 | 246.9224 | 439.9598 |
Avg Daily Profit (%) | 0.6085 | 0.4181 | 0.1904 | 0.3969 | 0.2391 | 0.3243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70077 | -50148 | -65708 | -445344 | -296100 | -249123 |
Profit Factor | 1.7631 | 2.0464 | 1.4785 | 1.3691 | 1.2487 | 1.5067 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 41.4634 | 35.4839 | 47.541 | 41.4634 | 35.4839 | 47.541 |
Ratio Avg Win / Avg Loss | 2.489 | 3.7208 | 1.6315 | 1.9328 | 2.2703 | 1.6626 |
Largest Winning Trade | 106058 | 106058 | 27546 | 176536 | 140788 | 176536 |
Largest Losing Trade | -21477 | -17931 | -21477 | -158915 | -150825 | -158915 |
Avg Bars in Trades | 198 | 202 | 193 | 198 | 202 | 193 |
Avg Bars in Winners | 287 | 311 | 269 | 287 | 311 | 269 |
Avg Bars in Losers | 134 | 142 | 124 | 134 | 142 | 124 |
Bars Traded | 24380 | 12568 | 11812 | 24380 | 12568 | 11812 |
Profit Streak | 15.4011 | 15.4011 | 17.8802 | 15.4011 | 15.4011 | 17.8802 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430729 | -146714 | -152815 | 318472 | -151252 | -151498 |
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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) |
---|