Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409948.0353 | 366490.2519 | 43457.7833 | 43692.0596 | 10724.9576 | 32967.1021 |
Total P&L (%) | 409.948 | 366.4903 | 43.4578 | 43.6921 | 10.725 | 32.9671 |
Avg Daily Profit (%) | 0.2128 | 0.1903 | 0.0226 | 0.0188 | 0.0053 | 0.0148 |
Buy And Hold Return (%) | 46.9721 | 46.9721 | 46.9721 | 46.9721 | 46.9721 | 46.9721 |
Max Trade Drawdown | -105491 | -128674 | -162146 | -279613 | -306363 | -173398 |
Profit Factor | 1.545 | 1.8376 | 1.1381 | 1.0407 | 1.0144 | 1.1005 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 80.8511 | 81.9149 | 79.7872 | 80.8511 | 81.9149 | 79.7872 |
Ratio Avg Win / Avg Loss | 0.3659 | 0.4057 | 0.2883 | 0.2465 | 0.224 | 0.2788 |
Largest Winning Trade | 62649 | 62649 | 26314 | 91056 | 91056 | 35730 |
Largest Losing Trade | -78260 | -63733 | -78260 | -191477 | -191477 | -132723 |
Avg Bars in Trades | 30 | 53 | 6 | 30 | 53 | 6 |
Avg Bars in Winners | 9 | 15 | 3 | 9 | 15 | 3 |
Avg Bars in Losers | 117 | 228 | 18 | 117 | 228 | 18 |
Bars Traded | 5676 | 5046 | 630 | 5676 | 5046 | 630 |
Profit Streak | 6.6179 | 12.9512 | 6.6179 | 6.6179 | 12.9512 | 6.6179 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510364 | 481595 | -393969 | -504347 | -552753 | -445683 |
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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) |
---|