Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127960.3305 | 98358.9143 | 29601.4162 | 80641.0898 | 37908.781 | 42732.3088 |
Total P&L (%) | 127.9603 | 98.3589 | 29.6014 | 80.6411 | 37.9088 | 42.7323 |
Avg Daily Profit (%) | 0.2217 | 0.1704 | 0.0513 | 0.1025 | 0.0557 | 0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85120 | -48221 | -42652 | -85428 | -100178 | -32581 |
Profit Factor | 1.3518 | 1.4273 | 1.2217 | 1.1743 | 1.1152 | 1.3195 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Losing Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Profitability (%) | 74.8603 | 79.7753 | 70 | 74.8603 | 79.7753 | 70 |
Ratio Avg Win / Avg Loss | 0.454 | 0.3619 | 0.5236 | 0.3943 | 0.2827 | 0.5655 |
Largest Winning Trade | 25731 | 25731 | 8938 | 51884 | 51884 | 16854 |
Largest Losing Trade | -41604 | -41604 | -34834 | -75854 | -75854 | -26359 |
Avg Bars in Trades | 72 | 117 | 27 | 72 | 117 | 27 |
Avg Bars in Winners | 29 | 39 | 16 | 29 | 39 | 16 |
Avg Bars in Losers | 202 | 425 | 53 | 202 | 425 | 53 |
Bars Traded | 12993 | 10490 | 2503 | 12993 | 10490 | 2503 |
Profit Streak | 506.8184 | 510.6517 | 506.8184 | 506.8184 | 510.6517 | 506.8184 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405746 | 394373 | -126592 | -81880 | -211990 | -110988 |
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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) |
---|