Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176754.4514 | 251817.6958 | -75063.2444 | 13741754.5048 | 4414357.088 | 9327397.4168 |
Total P&L (%) | 176.7545 | 251.8177 | -75.0632 | 13741.7545 | 4414.3571 | 9327.3974 |
Avg Daily Profit (%) | 0.0814 | 0.1159 | -0.0345 | 0.2272 | 0.1755 | 0.2095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -461269 | -79089 | -439356 | -5511666 | -3877236 | -2666401 |
Profit Factor | 1.2028 | 1.8749 | 0.8714 | 1.9928 | 1.4927 | 2.9105 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 67 | 33 | 34 | 69 | 34 | 35 |
Losing Trades | 25 | 13 | 12 | 23 | 12 | 11 |
Profitability (%) | 72.8261 | 71.7391 | 73.913 | 75 | 73.913 | 76.087 |
Ratio Avg Win / Avg Loss | 0.4488 | 0.7386 | 0.3075 | 0.6643 | 0.5269 | 0.9147 |
Largest Winning Trade | 53379 | 52383 | 53379 | 1453085 | 1215973 | 1453085 |
Largest Losing Trade | -277832 | -45914 | -277832 | -2249309 | -2249309 | -1648888 |
Avg Bars in Trades | 88 | 100 | 75 | 88 | 100 | 75 |
Avg Bars in Winners | 58 | 60 | 55 | 64 | 69 | 59 |
Avg Bars in Losers | 168 | 201 | 133 | 159 | 190 | 127 |
Bars Traded | 8112 | 4630 | 3482 | 8112 | 4630 | 3482 |
Profit Streak | 137.9112 | 137.9112 | 147.1612 | 137.9112 | 137.9112 | 147.1612 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81617 | -33642 | -576252 | 520479 | 416068 | 565378 |
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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) |
---|