Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190221.7143 | 158788.724 | 31432.9903 | -589867.7142 | -192635.3394 | -397232.3748 |
Total P&L (%) | 190.2217 | 158.7887 | 31.433 | -589.8677 | -192.6353 | -397.2324 |
Avg Daily Profit (%) | 0.1826 | 0.1524 | 0.0302 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137775 | -34203 | -137775 | -728497 | -232859 | -571073 |
Profit Factor | 1.5349 | 2.7456 | 1.1188 | 0.5525 | 0.601 | 0.5244 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 47 | 24 | 23 | 19 | 10 | 9 |
Losing Trades | 15 | 7 | 8 | 43 | 21 | 22 |
Profitability (%) | 75.8065 | 77.4194 | 74.1935 | 30.6452 | 32.2581 | 29.0323 |
Ratio Avg Win / Avg Loss | 0.4899 | 0.8008 | 0.3891 | 1.2503 | 1.2621 | 1.2819 |
Largest Winning Trade | 25565 | 23160 | 25565 | 163011 | 112539 | 163011 |
Largest Losing Trade | -137775 | -22204 | -137775 | -199911 | -90090 | -199911 |
Avg Bars in Trades | 395 | 280 | 510 | 395 | 280 | 510 |
Avg Bars in Winners | 233 | 154 | 315 | 659 | 536 | 796 |
Avg Bars in Losers | 902 | 710 | 1071 | 278 | 158 | 393 |
Bars Traded | 24510 | 8680 | 15830 | 24510 | 8680 | 15830 |
Profit Streak | 24.3395 | 84.6312 | 24.3395 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146800 | 509461 | -243449 | -745415 | -586050 | -591194 |
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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) |
---|