Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769403.2026 | 789168.3751 | -19765.1726 | -231785.9762 | 2519658.8051 | -2751444.7813 |
Total P&L (%) | 769.4032 | 789.1684 | -19.7652 | -231.786 | 2519.6588 | -2751.4448 |
Avg Daily Profit (%) | 0.3325 | 0.341 | -0.0085 | 0 | 0.1412 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138343 | -152660 | -202940 | -3381601 | -400322 | -3294185 |
Profit Factor | 1.7562 | 2.688 | 0.9641 | 0.959 | 2.8379 | 0.3567 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 45 | 18 | 27 | 61 | 35 | 26 |
Losing Trades | 61 | 35 | 26 | 45 | 18 | 27 |
Profitability (%) | 42.4528 | 33.9623 | 50.9434 | 57.5472 | 66.0377 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.3806 | 5.2266 | 0.9284 | 0.7074 | 1.4595 | 0.3704 |
Largest Winning Trade | 510988 | 510988 | 64575 | 1939338 | 1939338 | 352548 |
Largest Losing Trade | -123287 | -42654 | -123287 | -2858881 | -400322 | -2858881 |
Avg Bars in Trades | 126 | 138 | 115 | 126 | 138 | 115 |
Avg Bars in Winners | 164 | 190 | 146 | 110 | 118 | 99 |
Avg Bars in Losers | 99 | 111 | 83 | 149 | 175 | 131 |
Bars Traded | 13454 | 7316 | 6138 | 13454 | 7316 | 6138 |
Profit Streak | 0 | 0 | 0 | 93.5524 | 281.219 | 93.5524 |
Trades During Streak | 0 | 0 | 0 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354480 | -172199 | -760711 | -578033 | -176316 | -759840 |
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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) |
---|