Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526601.721 | 428634.0584 | 97967.6626 | 1127341.8768 | -105069.4776 | 1232411.3545 |
Total P&L (%) | 526.6017 | 428.6341 | 97.9677 | 1127.3419 | -105.0695 | 1232.4114 |
Avg Daily Profit (%) | 0.2665 | 0.2169 | 0.0496 | 0.127 | 0 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85517 | -56498 | -168628 | -1290756 | -1405379 | -903997 |
Profit Factor | 2.2843 | 4.0866 | 1.3613 | 1.3079 | 0.9527 | 1.8543 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 56.1404 | 65.5172 | 46.4286 | 56.1404 | 65.5172 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.7846 | 2.1508 | 1.5707 | 1.0218 | 0.5014 | 2.1396 |
Largest Winning Trade | 136497 | 136497 | 79343 | 787641 | 471524 | 787641 |
Largest Losing Trade | -49420 | -44269 | -49420 | -974941 | -974941 | -790233 |
Avg Bars in Trades | 202 | 179 | 225 | 202 | 179 | 225 |
Avg Bars in Winners | 259 | 203 | 342 | 259 | 203 | 342 |
Avg Bars in Losers | 127 | 133 | 124 | 127 | 133 | 124 |
Bars Traded | 11518 | 5201 | 6317 | 11518 | 5201 | 6317 |
Profit Streak | 0 | 0 | 579.0817 | 0 | 0 | 579.0817 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165748 | 606500 | -146992 | -201661 | -578821 | -35881 |
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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) |
---|