Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535510.3009 | 517810.4443 | 17699.8567 | 96270.3775 | 237187.1567 | -140916.7792 |
Total P&L (%) | 535.5103 | 517.8104 | 17.6999 | 96.2704 | 237.1872 | -140.9168 |
Avg Daily Profit (%) | 0.2852 | 0.2757 | 0.0094 | 0.0359 | 0.0647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219145 | -107638 | -149971 | -360883 | -155179 | -235787 |
Profit Factor | 1.8165 | 2.4726 | 1.0582 | 1.2 | 2.116 | 0.476 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 52 | 52.6316 | 51.3514 | 52 | 52.6316 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.6768 | 2.2254 | 1.0025 | 1.1077 | 1.9044 | 0.4509 |
Largest Winning Trade | 261561 | 261561 | 50962 | 255314 | 255314 | 51140 |
Largest Losing Trade | -57319 | -57319 | -44809 | -119144 | -119092 | -119144 |
Avg Bars in Trades | 145 | 152 | 137 | 145 | 152 | 137 |
Avg Bars in Winners | 186 | 190 | 182 | 186 | 190 | 182 |
Avg Bars in Losers | 99 | 110 | 89 | 99 | 110 | 89 |
Bars Traded | 10877 | 5798 | 5079 | 10877 | 5798 | 5079 |
Profit Streak | 327.5835 | 357.7502 | 327.5835 | 327.5835 | 357.7502 | 327.5835 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47380 | 544815 | -343665 | -205083 | -100715 | -579252 |
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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) |
---|