Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674821.1359 | 503328.5726 | 171492.5633 | 1534695.7666 | 96739.8376 | 1437955.929 |
Total P&L (%) | 674.8211 | 503.3286 | 171.4926 | 1534.6958 | 96.7398 | 1437.9559 |
Avg Daily Profit (%) | 0.3105 | 0.2316 | 0.0789 | 0.1286 | 0.0311 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135418 | -130598 | -48953 | -1911642 | -1794829 | -482449 |
Profit Factor | 2.5672 | 2.7875 | 2.1509 | 1.3753 | 1.0311 | 2.4628 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 59.6774 | 48.3871 | 70.9677 | 59.6774 | 48.3871 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.7346 | 2.9734 | 0.8799 | 0.9292 | 1.0999 | 1.0075 |
Largest Winning Trade | 248694 | 248694 | 58357 | 599072 | 599072 | 471270 |
Largest Losing Trade | -48953 | -46811 | -48953 | -1064197 | -1064197 | -482449 |
Avg Bars in Trades | 97 | 118 | 77 | 97 | 118 | 77 |
Avg Bars in Winners | 102 | 130 | 82 | 102 | 130 | 82 |
Avg Bars in Losers | 90 | 105 | 63 | 90 | 105 | 63 |
Bars Traded | 6049 | 3658 | 2391 | 6049 | 3658 | 2391 |
Profit Streak | 30.9577 | 0 | 569.291 | 30.9577 | 0 | 569.291 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142828 | 466570 | -82186 | -178720 | -338230 | -16943 |
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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) |
---|