Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796130.4635 | 747893.4097 | 48237.0538 | 691574.3577 | 3707406.1817 | -3015831.824 |
Total P&L (%) | 796.1305 | 747.8934 | 48.2371 | 691.5744 | 3707.4062 | -3015.8318 |
Avg Daily Profit (%) | 0.343 | 0.3222 | 0.0208 | 0.0892 | 0.1569 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135196 | -96273 | -177576 | -4534159 | -2364724 | -4029483 |
Profit Factor | 1.9375 | 2.9473 | 1.1037 | 1.0486 | 1.5706 | 0.6099 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 49.4845 | 46.9388 | 52.0833 | 49.4845 | 46.9388 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.9779 | 3.3317 | 1.0154 | 1.0705 | 1.7755 | 0.5611 |
Largest Winning Trade | 243297 | 243297 | 79329 | 2697780 | 2697780 | 488439 |
Largest Losing Trade | -53349 | -35550 | -53349 | -1157153 | -1130394 | -1157153 |
Avg Bars in Trades | 132 | 111 | 154 | 132 | 111 | 154 |
Avg Bars in Winners | 188 | 147 | 226 | 188 | 147 | 226 |
Avg Bars in Losers | 77 | 79 | 75 | 77 | 79 | 75 |
Bars Traded | 12856 | 5464 | 7392 | 12856 | 5464 | 7392 |
Profit Streak | 0 | 0 | 44.5126 | 0 | 0 | 44.5126 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467911 | 490188 | -271682 | -240501 | 339263 | -579431 |
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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) |
---|