Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766932.5483 | 869176.3125 | -102243.7642 | -74008.3042 | 41402.2156 | -115410.5198 |
Total P&L (%) | 766.9325 | 869.1763 | -102.2438 | -74.0083 | 41.4022 | -115.4105 |
Avg Daily Profit (%) | 0.3315 | 0.3757 | -0.0442 | -0.0582 | 0.015 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167836 | -126334 | -181030 | -239125 | -186057 | -145889 |
Profit Factor | 2.0375 | 3.0031 | 0.6651 | 0.881 | 1.1063 | 0.5034 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 55.6962 | 61.5385 | 50 | 55.6962 | 61.5385 | 50 |
Ratio Avg Win / Avg Loss | 1.6207 | 1.8769 | 0.6651 | 0.7008 | 0.6914 | 0.5034 |
Largest Winning Trade | 520281 | 520281 | 37832 | 101825 | 101825 | 45927 |
Largest Losing Trade | -94896 | -94896 | -39020 | -183029 | -183029 | -90236 |
Avg Bars in Trades | 152 | 278 | 29 | 152 | 278 | 29 |
Avg Bars in Winners | 94 | 146 | 32 | 94 | 146 | 32 |
Avg Bars in Losers | 224 | 488 | 27 | 224 | 488 | 27 |
Bars Traded | 12045 | 10850 | 1195 | 12045 | 10850 | 1195 |
Profit Streak | 150.7862 | 150.7862 | 903.6196 | 150.7862 | 150.7862 | 903.6196 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16153 | 625171 | -579038 | -609965 | -278140 | -579038 |
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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) |
---|