Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473161.9871 | 415914.7355 | 57247.2516 | 288530.63 | 240246.0141 | 48284.6158 |
Total P&L (%) | 473.162 | 415.9147 | 57.2473 | 288.5306 | 240.246 | 48.2846 |
Avg Daily Profit (%) | 0.2672 | 0.2349 | 0.0323 | 0.0767 | 0.0692 | 0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129055 | -112423 | -85545 | -1468456 | -1271158 | -862099 |
Profit Factor | 1.8252 | 2.6102 | 1.1817 | 1.0639 | 1.1083 | 1.021 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 50.4202 | 52.5424 | 48.3333 | 50.4202 | 52.5424 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.7948 | 2.3576 | 1.2632 | 1.0462 | 1.0011 | 1.0915 |
Largest Winning Trade | 199842 | 199842 | 71588 | 721853 | 478542 | 721853 |
Largest Losing Trade | -47849 | -32550 | -47849 | -586233 | -410275 | -586233 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 78 | 67 | 90 | 78 | 67 | 90 |
Avg Bars in Losers | 36 | 40 | 33 | 36 | 40 | 33 |
Bars Traded | 6890 | 3235 | 3655 | 6890 | 3235 | 3655 |
Profit Streak | 49.4306 | 54.6806 | 49.4306 | 49.4306 | 54.6806 | 49.4306 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491672 | -161923 | -339558 | -238751 | -376749 | -530344 |
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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) |
---|