Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369516.1487 | 352173.8602 | 17342.2885 | -60119.1884 | 176650.0323 | -236769.2207 |
Total P&L (%) | 369.5161 | 352.1739 | 17.3423 | -60.1192 | 176.65 | -236.7692 |
Avg Daily Profit (%) | 0.2507 | 0.2389 | 0.0118 | -0.0623 | 0.0691 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185873 | -175444 | -97686 | -487561 | -252572 | -280161 |
Profit Factor | 1.3969 | 1.6902 | 1.0412 | 0.9546 | 1.254 | 0.6231 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 44.4444 | 38.2716 | 50.6173 | 44.4444 | 38.2716 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.7461 | 2.7261 | 1.0158 | 1.1932 | 2.0225 | 0.6079 |
Largest Winning Trade | 300248 | 300248 | 66951 | 282347 | 282347 | 62563 |
Largest Losing Trade | -42347 | -34321 | -42347 | -218479 | -89535 | -218479 |
Avg Bars in Trades | 26 | 20 | 31 | 26 | 20 | 31 |
Avg Bars in Winners | 33 | 24 | 39 | 33 | 24 | 39 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4271 | 1698 | 2573 | 4271 | 1698 | 2573 |
Profit Streak | 14.4679 | 55.4679 | 14.4679 | 14.4679 | 55.4679 | 14.4679 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355734 | -3558 | -372264 | -579071 | -114528 | -592064 |
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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) |
---|