Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793257.3163 | 631519.5407 | 161737.7756 | 2611537.5914 | 1191602.5811 | 1419935.0104 |
Total P&L (%) | 793.2573 | 631.5195 | 161.7378 | 2611.5376 | 1191.6026 | 1419.935 |
Avg Daily Profit (%) | 0.4903 | 0.3903 | 0.1 | 0.2042 | 0.1583 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131627 | -154276 | -155772 | -944517 | -1122118 | -441467 |
Profit Factor | 2.2442 | 2.9593 | 1.513 | 1.674 | 1.4918 | 1.9783 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 46.7213 | 42.623 | 50.8197 | 46.7213 | 42.623 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.5591 | 3.9836 | 1.4642 | 1.909 | 2.0082 | 1.9145 |
Largest Winning Trade | 291034 | 291034 | 53375 | 1200323 | 1200323 | 826990 |
Largest Losing Trade | -60590 | -24272 | -60590 | -354487 | -354487 | -257536 |
Avg Bars in Trades | 156 | 150 | 162 | 156 | 150 | 162 |
Avg Bars in Winners | 247 | 264 | 233 | 247 | 264 | 233 |
Avg Bars in Losers | 76 | 65 | 88 | 76 | 65 | 88 |
Bars Traded | 19056 | 9161 | 9895 | 19056 | 9161 | 9895 |
Profit Streak | 503.2383 | 508.2383 | 0 | 503.2383 | 508.2383 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519225 | -148927 | -219712 | 391587 | -154194 | -150048 |
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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) |
---|