Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724305.1125 | 607074.8606 | 117230.2519 | 353553.9714 | -304709.36 | 658263.3313 |
Total P&L (%) | 724.3051 | 607.0749 | 117.2303 | 353.554 | -304.7094 | 658.2633 |
Avg Daily Profit (%) | 0.3081 | 0.2582 | 0.0499 | 0.0643 | 0 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173575 | -74171 | -174114 | -623244 | -695827 | -290738 |
Profit Factor | 1.9004 | 2.6383 | 1.2702 | 1.1196 | 0.8285 | 1.5575 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 45.7143 | 42.8571 | 48.5714 | 45.7143 | 42.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.2567 | 3.5177 | 1.3449 | 1.3295 | 1.1046 | 1.6491 |
Largest Winning Trade | 359594 | 359594 | 66417 | 317261 | 317261 | 293457 |
Largest Losing Trade | -79956 | -30379 | -79956 | -218185 | -214080 | -218185 |
Avg Bars in Trades | 97 | 72 | 123 | 97 | 72 | 123 |
Avg Bars in Winners | 148 | 112 | 180 | 148 | 112 | 180 |
Avg Bars in Losers | 55 | 42 | 68 | 55 | 42 | 68 |
Bars Traded | 13698 | 5088 | 8610 | 13698 | 5088 | 8610 |
Profit Streak | 55.649 | 55.649 | 138.4823 | 55.649 | 55.649 | 138.4823 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441209 | -83106 | -220076 | -196347 | -675785 | -168331 |
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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) |
---|