Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72501.4416 | 55738.7549 | 16762.6867 | 58008.2875 | 10294.924 | 47713.3635 |
Total P&L (%) | 72.5014 | 55.7388 | 16.7627 | 58.0083 | 10.2949 | 47.7134 |
Avg Daily Profit (%) | 1.3921 | 1.0703 | 0.3219 | 0.8823 | 0.1883 | 0.7519 |
Buy And Hold Return (%) | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 |
Max Trade Drawdown | -33900 | -38781 | -24180 | -59874 | -82438 | -22417 |
Profit Factor | 1.4143 | 1.4808 | 1.2837 | 1.2083 | 1.052 | 1.5934 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 46.5909 | 43.1818 | 50 | 46.5909 | 43.1818 | 50 |
Ratio Avg Win / Avg Loss | 1.6213 | 1.9485 | 1.2837 | 1.3851 | 1.3842 | 1.5934 |
Largest Winning Trade | 61233 | 61233 | 10316 | 54891 | 54891 | 17896 |
Largest Losing Trade | -15608 | -15608 | -6923 | -29031 | -29031 | -6668 |
Avg Bars in Trades | 137 | 195 | 79 | 137 | 195 | 79 |
Avg Bars in Winners | 125 | 176 | 82 | 125 | 176 | 82 |
Avg Bars in Losers | 146 | 209 | 75 | 146 | 209 | 75 |
Bars Traded | 24139 | 17178 | 6961 | 24139 | 17178 | 6961 |
Profit Streak | 16.5854 | 16.7396 | 16.5854 | 16.5854 | 16.7396 | 16.5854 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354098 | 117758 | -158438 | 138934 | -325586 | 151653 |
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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) |
---|