Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249443.6929 | 67792.3689 | 181651.324 | 184049.0069 | -247577.8235 | 431626.8305 |
Total P&L (%) | 249.4437 | 67.7924 | 181.6513 | 184.049 | -247.5778 | 431.6268 |
Avg Daily Profit (%) | 0.2426 | 0.0659 | 0.1767 | 0.1016 | 0 | 0.1626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113411 | -122448 | -41027 | -513417 | -548053 | -106425 |
Profit Factor | 1.67 | 1.2648 | 2.5619 | 1.1467 | 0.7399 | 2.4256 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 54.5455 | 65.625 | 60 | 54.5455 | 65.625 |
Ratio Avg Win / Avg Loss | 1.1133 | 1.054 | 1.3419 | 0.7645 | 0.6166 | 1.2705 |
Largest Winning Trade | 78840 | 78840 | 40796 | 180228 | 180228 | 137484 |
Largest Losing Trade | -40492 | -40492 | -23491 | -204683 | -204683 | -54897 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Losers | 69 | 77 | 58 | 69 | 77 | 58 |
Bars Traded | 3864 | 2082 | 1782 | 3864 | 2082 | 1782 |
Profit Streak | 18.7582 | 168.5082 | 18.7582 | 18.7582 | 168.5082 | 18.7582 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123193 | -103117 | 494966 | -251445 | -578717 | 481177 |
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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) |
---|