Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260132.1746 | 67526.3475 | 192605.8271 | 280207.8958 | -156132.6621 | 436340.5579 |
Total P&L (%) | 260.1322 | 67.5263 | 192.6058 | 280.2079 | -156.1327 | 436.3406 |
Avg Daily Profit (%) | 0.253 | 0.0657 | 0.1873 | 0.13 | 0 | 0.1635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57457 | -61591 | -48405 | -286913 | -342912 | -226614 |
Profit Factor | 1.5341 | 1.2162 | 2.103 | 1.1729 | 0.8454 | 1.7141 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 52.2059 | 48.5294 | 55.8824 | 52.2059 | 48.5294 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.4045 | 1.2899 | 1.6602 | 1.0738 | 0.8966 | 1.3532 |
Largest Winning Trade | 82869 | 82869 | 42960 | 151796 | 127777 | 151796 |
Largest Losing Trade | -39337 | -26958 | -39337 | -226614 | -82803 | -226614 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 106 | 89 | 120 | 106 | 89 | 120 |
Avg Bars in Losers | 64 | 69 | 59 | 64 | 69 | 59 |
Bars Traded | 11767 | 5388 | 6379 | 11767 | 5388 | 6379 |
Profit Streak | 16.9098 | 19.4931 | 16.9098 | 16.9098 | 19.4931 | 16.9098 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406908 | -215296 | -96334 | -48134 | -690250 | -98399 |
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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) |
---|