Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180708.9516 | 270686.957 | -89978.0054 | 4588103.5967 | 452167.8287 | 4135935.768 |
Total P&L (%) | 180.709 | 270.687 | -89.978 | 4588.1036 | 452.1678 | 4135.9358 |
Avg Daily Profit (%) | 0.0933 | 0.1397 | -0.0464 | 0.1988 | 0.0882 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294505 | -54602 | -363700 | -1112274 | -1205681 | -1298523 |
Profit Factor | 1.2318 | 2.0601 | 0.8283 | 1.729 | 1.107 | 2.9995 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 32 | 27 | 57 | 28 | 29 |
Losing Trades | 38 | 17 | 21 | 40 | 21 | 19 |
Profitability (%) | 60.8247 | 65.3061 | 56.25 | 58.7629 | 57.1429 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.7934 | 1.0945 | 0.6443 | 1.2133 | 0.8303 | 1.9652 |
Largest Winning Trade | 74285 | 74285 | 62840 | 917413 | 447734 | 917413 |
Largest Losing Trade | -273002 | -26398 | -273002 | -1112274 | -1112274 | -654394 |
Avg Bars in Trades | 112 | 52 | 173 | 112 | 52 | 173 |
Avg Bars in Winners | 118 | 38 | 212 | 116 | 30 | 199 |
Avg Bars in Losers | 103 | 79 | 123 | 107 | 82 | 134 |
Bars Traded | 10922 | 2588 | 8334 | 10922 | 2588 | 8334 |
Profit Streak | 0 | 0 | 74.0795 | 0 | 0 | 74.0795 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68796 | -1658 | -579321 | 417157 | -178630 | 565502 |
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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) |
---|