Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303348.0673 | 223584.1559 | 79763.9114 | -33818.2402 | -3864.0771 | -29954.1631 |
Total P&L (%) | 303.3481 | 223.5842 | 79.7639 | -33.8182 | -3.8641 | -29.9542 |
Avg Daily Profit (%) | 0.1903 | 0.1403 | 0.05 | -0.0259 | -0.0025 | -0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166194 | -150822 | -122570 | -113454 | -71336 | -108750 |
Profit Factor | 1.3278 | 1.5036 | 1.1656 | 0.9344 | 0.9829 | 0.8966 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Losing Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Profitability (%) | 60.0775 | 61.2403 | 58.9147 | 60.0775 | 61.2403 | 58.9147 |
Ratio Avg Win / Avg Loss | 0.8823 | 0.9517 | 0.8129 | 0.6209 | 0.6221 | 0.6253 |
Largest Winning Trade | 60363 | 60363 | 43822 | 18962 | 13499 | 18962 |
Largest Losing Trade | -84386 | -65798 | -84386 | -80245 | -31717 | -80245 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Losers | 51 | 74 | 30 | 51 | 74 | 30 |
Bars Traded | 9245 | 5893 | 3352 | 9245 | 5893 | 3352 |
Profit Streak | 4.1286 | 4.4619 | 0 | 4.1286 | 4.4619 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312515 | -4647 | -164856 | -578222 | -579321 | -579556 |
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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) |
---|