Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603522.9509 | 479931.9239 | 123591.027 | 1060551.451 | 863148.3582 | 197403.0928 |
Total P&L (%) | 603.523 | 479.9319 | 123.591 | 1060.5515 | 863.1484 | 197.4031 |
Avg Daily Profit (%) | 0.373 | 0.2966 | 0.0764 | 0.1516 | 0.1401 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172891 | -151233 | -117457 | -1151765 | -720364 | -797951 |
Profit Factor | 1.6931 | 2.1017 | 1.284 | 1.2388 | 1.375 | 1.0922 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 43.5065 | 37.6623 | 49.3506 | 43.5065 | 37.6623 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.1985 | 3.4787 | 1.3178 | 1.6086 | 2.2759 | 1.121 |
Largest Winning Trade | 227312 | 227312 | 42763 | 595412 | 595412 | 331899 |
Largest Losing Trade | -48012 | -24462 | -48012 | -321732 | -231668 | -321732 |
Avg Bars in Trades | 123 | 126 | 121 | 123 | 126 | 121 |
Avg Bars in Winners | 185 | 205 | 169 | 185 | 205 | 169 |
Avg Bars in Losers | 76 | 78 | 74 | 76 | 78 | 74 |
Bars Traded | 19086 | 9745 | 9341 | 19086 | 9745 | 9341 |
Profit Streak | 498.81 | 504.4767 | 0 | 498.81 | 504.4767 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417254 | -33728 | -133184 | 263200 | -50123 | -264234 |
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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) |
---|