Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287850.9818 | 38183.567 | 249667.4148 | 202622.8558 | -53999.7048 | 256622.5606 |
Total P&L (%) | 287.851 | 38.1836 | 249.6674 | 202.6229 | -53.9997 | 256.6226 |
Avg Daily Profit (%) | 0.1866 | 0.0248 | 0.1619 | 0.0718 | -0.0503 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96775 | -100026 | -72197 | -221046 | -236349 | -133403 |
Profit Factor | 1.7799 | 1.1563 | 3.0011 | 1.3287 | 0.8623 | 2.1432 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Profitability (%) | 66.1017 | 53.3333 | 79.3103 | 66.1017 | 53.3333 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.9128 | 1.0118 | 0.7829 | 0.6814 | 0.7545 | 0.5591 |
Largest Winning Trade | 69143 | 69143 | 59162 | 80386 | 80386 | 65426 |
Largest Losing Trade | -62762 | -53234 | -62762 | -115301 | -93796 | -115301 |
Avg Bars in Trades | 73 | 70 | 77 | 73 | 70 | 77 |
Avg Bars in Winners | 50 | 39 | 58 | 50 | 39 | 58 |
Avg Bars in Losers | 118 | 105 | 150 | 118 | 105 | 150 |
Bars Traded | 4358 | 2102 | 2256 | 4358 | 2102 | 2256 |
Profit Streak | 112.8988 | 112.8988 | 269.8988 | 112.8988 | 112.8988 | 269.8988 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167845 | -209056 | 555590 | -274402 | -579040 | -76357 |
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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) |
---|