Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540044.7331 | 555398.1571 | -15353.424 | -20865.6604 | 323927.3486 | -344793.009 |
Total P&L (%) | 540.0447 | 555.3982 | -15.3534 | -20.8657 | 323.9273 | -344.793 |
Avg Daily Profit (%) | 0.2292 | 0.2357 | -0.0065 | -0.0099 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110170 | -151977 | -153099 | -599824 | -344054 | -506211 |
Profit Factor | 1.869 | 2.5333 | 0.9408 | 0.9839 | 1.5398 | 0.5069 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 55.7377 | 53.3333 | 58.0645 | 55.7377 | 53.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.4842 | 2.2166 | 0.6794 | 0.7814 | 1.3473 | 0.3661 |
Largest Winning Trade | 341279 | 341279 | 38075 | 449169 | 449169 | 54716 |
Largest Losing Trade | -57387 | -57387 | -57065 | -377988 | -118241 | -377988 |
Avg Bars in Trades | 105 | 170 | 42 | 105 | 170 | 42 |
Avg Bars in Winners | 93 | 143 | 49 | 93 | 143 | 49 |
Avg Bars in Losers | 120 | 201 | 33 | 120 | 201 | 33 |
Bars Traded | 6442 | 5116 | 1326 | 6442 | 5116 | 1326 |
Profit Streak | 134.8335 | 134.8335 | 341.8335 | 134.8335 | 134.8335 | 341.8335 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153116 | 522601 | -578428 | -744617 | -108168 | -578428 |
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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) |
---|