Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327989.1862 | 229446.0053 | 98543.1808 | -74620.867 | 188615.4572 | -263236.3241 |
Total P&L (%) | 327.9892 | 229.446 | 98.5432 | -74.6209 | 188.6155 | -263.2363 |
Avg Daily Profit (%) | 0.1719 | 0.1202 | 0.0516 | -0.0718 | 0.0556 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155004 | -92368 | -147885 | -275817 | -120716 | -367807 |
Profit Factor | 1.3086 | 1.4966 | 1.164 | 0.9425 | 1.4258 | 0.6921 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 57.4586 | 53.8462 | 61.1111 | 57.4586 | 53.8462 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.9688 | 1.2828 | 0.7407 | 0.6978 | 1.2221 | 0.4404 |
Largest Winning Trade | 59137 | 59137 | 44650 | 90688 | 90688 | 51062 |
Largest Losing Trade | -89184 | -28655 | -89184 | -142845 | -48081 | -142845 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 19 | 13 | 25 | 19 | 13 | 25 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 3718 | 1606 | 2112 | 3718 | 1606 | 2112 |
Profit Streak | 109.848 | 109.848 | 143.348 | 109.848 | 109.848 | 143.348 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342276 | -29404 | -162955 | -577120 | -116065 | -577959 |
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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) |
---|