Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438772.8659 | 412386.7494 | 26386.1165 | 308777.0813 | 398758.9033 | -89981.8219 |
Total P&L (%) | 438.7729 | 412.3867 | 26.3861 | 308.7771 | 398.7589 | -89.9818 |
Avg Daily Profit (%) | 0.1866 | 0.1754 | 0.0112 | 0.0599 | 0.0684 | -0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109846 | -47926 | -111089 | -410689 | -172069 | -311495 |
Profit Factor | 1.9816 | 3.3182 | 1.098 | 1.1933 | 1.6868 | 0.9115 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 47.3684 | 48.2759 | 46.4286 | 47.3684 | 48.2759 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.2017 | 3.5552 | 1.267 | 1.3259 | 1.8072 | 1.0517 |
Largest Winning Trade | 204024 | 204024 | 64658 | 265787 | 265787 | 200986 |
Largest Losing Trade | -41352 | -37097 | -41352 | -157993 | -139555 | -157993 |
Avg Bars in Trades | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Winners | 104 | 97 | 112 | 104 | 97 | 112 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 4355 | 2129 | 2226 | 4355 | 2129 | 2226 |
Profit Streak | 45.8424 | 45.8424 | 78.3424 | 45.8424 | 45.8424 | 78.3424 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168264 | 489096 | -315840 | -300372 | -98631 | -600997 |
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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) |
---|