Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426972.6752 | 352470.9924 | 74501.6828 | 172801.738 | 410426.4728 | -237624.7347 |
Total P&L (%) | 426.9727 | 352.471 | 74.5017 | 172.8017 | 410.4265 | -237.6247 |
Avg Daily Profit (%) | 0.2305 | 0.1903 | 0.0402 | 0.0542 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141516 | -70670 | -109207 | -1047435 | -652190 | -780211 |
Profit Factor | 1.6183 | 2.1983 | 1.1879 | 1.0436 | 1.2522 | 0.8984 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 57.9439 | 57.4074 | 58.4906 | 57.9439 | 57.4074 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.1746 | 1.631 | 0.843 | 0.7574 | 0.929 | 0.6376 |
Largest Winning Trade | 208227 | 208227 | 64356 | 423150 | 423150 | 371897 |
Largest Losing Trade | -46077 | -44671 | -46077 | -394513 | -282525 | -394513 |
Avg Bars in Trades | 66 | 47 | 85 | 66 | 47 | 85 |
Avg Bars in Winners | 68 | 41 | 95 | 68 | 41 | 95 |
Avg Bars in Losers | 63 | 55 | 71 | 63 | 55 | 71 |
Bars Traded | 7119 | 2576 | 4544 | 7119 | 2576 | 4544 |
Profit Streak | 31.1722 | 52.9222 | 31.1722 | 31.1722 | 52.9222 | 31.1722 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456637 | -165965 | -332597 | -291955 | -254959 | -758732 |
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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) |
---|