Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270899.9331 | 372894.8095 | -101994.8764 | -95079.1421 | 1186339.0278 | -1281418.1699 |
Total P&L (%) | 270.8999 | 372.8948 | -101.9949 | -95.0791 | 1186.339 | -1281.4182 |
Avg Daily Profit (%) | 0.1499 | 0.2064 | -0.0564 | -0.1665 | 0.1415 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265297 | -101585 | -214373 | -1797035 | -182208 | -1625940 |
Profit Factor | 1.3779 | 2.229 | 0.7533 | 0.9525 | 4.9535 | 0.2461 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 13 | 13 | 32 | 18 | 14 |
Losing Trades | 32 | 16 | 16 | 26 | 11 | 15 |
Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 55.1724 | 62.069 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.6959 | 2.7434 | 0.9271 | 0.7739 | 3.0271 | 0.2636 |
Largest Winning Trade | 355194 | 355194 | 54532 | 1262296 | 1262296 | 111962 |
Largest Losing Trade | -127345 | -63288 | -127345 | -1606048 | -179966 | -1606048 |
Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Winners | 57 | 54 | 59 | 61 | 58 | 64 |
Avg Bars in Losers | 58 | 67 | 48 | 53 | 66 | 43 |
Bars Traded | 3345 | 1790 | 1555 | 3345 | 1790 | 1555 |
Profit Streak | 41.4619 | 41.4619 | 59.4619 | 41.4619 | 41.4619 | 59.4619 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171769 | 374431 | -582284 | -758620 | 217627 | -580943 |
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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) |
---|