Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328099.0671 | 322325.0844 | 5773.9827 | -31588.6112 | 139855.7445 | -171444.3558 |
Total P&L (%) | 328.0991 | 322.3251 | 5.774 | -31.5886 | 139.8557 | -171.4444 |
Avg Daily Profit (%) | 0.1737 | 0.1707 | 0.0031 | -0.0201 | 0.0463 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -305175 | -70433 | -269686 | -406929 | -39685 | -397786 |
Profit Factor | 1.4475 | 1.9151 | 1.0152 | 0.9458 | 2.0791 | 0.6218 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 73 | 37 | 36 | 73 | 36 | 37 |
Losing Trades | 39 | 19 | 20 | 39 | 20 | 19 |
Profitability (%) | 65.1786 | 66.0714 | 64.2857 | 65.1786 | 64.2857 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.7733 | 0.9834 | 0.564 | 0.5053 | 1.1551 | 0.3193 |
Largest Winning Trade | 149944 | 149944 | 28577 | 81469 | 57188 | 81469 |
Largest Losing Trade | -117836 | -58127 | -117836 | -397786 | -30796 | -397786 |
Avg Bars in Trades | 97 | 109 | 85 | 97 | 109 | 85 |
Avg Bars in Winners | 60 | 64 | 57 | 64 | 66 | 62 |
Avg Bars in Losers | 166 | 197 | 136 | 160 | 188 | 131 |
Bars Traded | 10933 | 6147 | 4786 | 10933 | 6147 | 4786 |
Profit Streak | 14.1986 | 15.1986 | 14.1986 | 14.1986 | 15.1986 | 14.1986 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361992 | -169158 | -737641 | -577437 | -305800 | -758155 |
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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) |
---|