Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247805.2276 | 323013.9629 | -75208.7353 | -77937.4437 | 161022.7474 | -238960.1911 |
Total P&L (%) | 247.8052 | 323.014 | -75.2087 | -77.9374 | 161.0227 | -238.9602 |
Avg Daily Profit (%) | 0.1294 | 0.1687 | -0.0393 | -0.0789 | 0.0501 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174183 | -127624 | -141061 | -337405 | -212253 | -317004 |
Profit Factor | 1.2763 | 1.8808 | 0.8581 | 0.9268 | 1.3743 | 0.6237 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 44.5652 | 43.4783 | 45.6522 | 44.5652 | 43.4783 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.5876 | 2.445 | 1.0216 | 1.1529 | 1.7866 | 0.7425 |
Largest Winning Trade | 131250 | 131250 | 55451 | 179817 | 179817 | 85771 |
Largest Losing Trade | -64005 | -32951 | -64005 | -211715 | -81621 | -211715 |
Avg Bars in Trades | 40 | 41 | 38 | 40 | 41 | 38 |
Avg Bars in Winners | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Losers | 28 | 36 | 20 | 28 | 36 | 20 |
Bars Traded | 3690 | 1925 | 1765 | 3690 | 1925 | 1765 |
Profit Streak | 112.7352 | 112.7352 | 121.7352 | 112.7352 | 112.7352 | 121.7352 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19690 | 324871 | -579770 | -579626 | -126220 | -581436 |
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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) |
---|