Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335127.9403 | 321905.5407 | 13222.3996 | -35396.7873 | 1122870.5213 | -1158267.3086 |
Total P&L (%) | 335.1279 | 321.9055 | 13.2224 | -35.3968 | 1122.8705 | -1158.2673 |
Avg Daily Profit (%) | 0.1541 | 0.148 | 0.0061 | -0.0201 | 0.1152 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307473 | -219714 | -104416 | -3187103 | -1734840 | -1887683 |
Profit Factor | 1.4537 | 1.7381 | 1.0437 | 0.9946 | 1.333 | 0.6357 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 46.6019 | 47.0588 | 46.1538 | 46.6019 | 47.0588 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.6657 | 1.9554 | 1.2177 | 1.1396 | 1.4996 | 0.7416 |
Largest Winning Trade | 267957 | 267957 | 57786 | 1872223 | 1872223 | 533449 |
Largest Losing Trade | -48254 | -48254 | -42572 | -1373449 | -571162 | -1373449 |
Avg Bars in Trades | 38 | 52 | 25 | 38 | 52 | 25 |
Avg Bars in Winners | 53 | 66 | 40 | 53 | 66 | 40 |
Avg Bars in Losers | 25 | 39 | 11 | 25 | 39 | 11 |
Bars Traded | 3976 | 2667 | 1309 | 3976 | 2667 | 1309 |
Profit Streak | 184.2843 | 188.7843 | 184.2843 | 184.2843 | 188.7843 | 184.2843 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351136 | -172014 | -602598 | -578720 | -218367 | -760693 |
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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) |
---|