Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180125.0408 | -5936.9456 | 186061.9863 | 117813.0258 | -61611.2075 | 179424.2333 |
Total P&L (%) | 180.125 | -5.9369 | 186.062 | 117.813 | -61.6112 | 179.4242 |
Avg Daily Profit (%) | 0.1726 | -0.0057 | 0.1783 | 0.0746 | -0.0917 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82753 | -92890 | -14599 | -122266 | -163280 | -10665 |
Profit Factor | 1.9079 | 0.9666 | 9.94 | 1.4729 | 0.732 | 10.3092 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 11 | 7 | 4 | 11 | 7 | 4 |
Profitability (%) | 86.5854 | 82.9268 | 90.2439 | 86.5854 | 82.9268 | 90.2439 |
Ratio Avg Win / Avg Loss | 0.2956 | 0.199 | 1.0746 | 0.2282 | 0.1507 | 1.1145 |
Largest Winning Trade | 24376 | 19529 | 24376 | 21234 | 19529 | 21234 |
Largest Losing Trade | -61750 | -61750 | -14599 | -92834 | -92834 | -10665 |
Avg Bars in Trades | 69 | 98 | 39 | 69 | 98 | 39 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 312 | 397 | 165 | 312 | 397 | 165 |
Bars Traded | 5668 | 4040 | 1628 | 5668 | 4040 | 1628 |
Profit Streak | 45.5434 | 66.2101 | 45.5434 | 45.5434 | 66.2101 | 45.5434 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 216903 | -574959 | 769395 | -96049 | -574959 | -47529 |
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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) |
---|