Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428053.8769 | 423326.86 | 4727.0169 | -35555.5552 | 293022.5475 | -328578.1027 |
Total P&L (%) | 428.0539 | 423.3269 | 4.727 | -35.5556 | 293.0225 | -328.5781 |
Avg Daily Profit (%) | 0.2646 | 0.2616 | 0.0029 | -0.0272 | 0.0846 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187174 | -186915 | -142437 | -979861 | -637111 | -445365 |
Profit Factor | 1.5044 | 1.6929 | 1.0199 | 0.9799 | 1.2473 | 0.4409 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 42.4658 | 42.4658 | 42.4658 | 42.4658 | 42.4658 | 42.4658 |
Ratio Avg Win / Avg Loss | 2.0382 | 2.2937 | 1.3818 | 1.3277 | 1.6899 | 0.5974 |
Largest Winning Trade | 212859 | 212859 | 32357 | 689224 | 689224 | 46455 |
Largest Losing Trade | -38813 | -38813 | -22442 | -335150 | -335150 | -136016 |
Avg Bars in Trades | 131 | 238 | 24 | 131 | 238 | 24 |
Avg Bars in Winners | 202 | 371 | 33 | 202 | 371 | 33 |
Avg Bars in Losers | 78 | 139 | 17 | 78 | 139 | 17 |
Bars Traded | 19191 | 17391 | 1800 | 19191 | 17391 | 1800 |
Profit Streak | 485.5366 | 0 | 531.0366 | 485.5366 | 0 | 531.0366 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311672 | -63532 | -627371 | -581070 | -153984 | -654804 |
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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) |
---|