Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069204.6122 | 1041205.1913 | 27999.4209 | 8791.1541 | -166825.4122 | 175616.5664 |
Total P&L (%) | 1069.2046 | 1041.2052 | 27.9994 | 8.7912 | -166.8254 | 175.6166 |
Avg Daily Profit (%) | 0.4421 | 0.4305 | 0.0116 | 0.0035 | 0 | 0.0419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164382 | -148527 | -70644 | -512869 | -501689 | -122916 |
Profit Factor | 2.2702 | 2.6084 | 1.144 | 1.0043 | 0.8959 | 1.4144 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 33.5878 | 29.2308 | 37.8788 | 33.5878 | 29.2308 | 37.8788 |
Ratio Avg Win / Avg Loss | 4.4889 | 6.3152 | 1.8762 | 1.9858 | 2.1691 | 2.3197 |
Largest Winning Trade | 801685 | 801685 | 29595 | 315646 | 315646 | 130265 |
Largest Losing Trade | -47304 | -47304 | -22123 | -215831 | -215831 | -78542 |
Avg Bars in Trades | 53 | 99 | 8 | 53 | 99 | 8 |
Avg Bars in Winners | 94 | 199 | 13 | 94 | 199 | 13 |
Avg Bars in Losers | 33 | 57 | 6 | 33 | 57 | 6 |
Bars Traded | 7041 | 6448 | 593 | 7041 | 6448 | 593 |
Profit Streak | 8.9222 | 0 | 9.2555 | 8.9222 | 0 | 9.2555 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326239 | -128143 | -369867 | -573950 | -721126 | -263229 |
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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) |
---|