Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372571.7701 | 286940.2225 | 85631.5476 | 4502.2535 | -2046.7167 | 6548.9702 |
Total P&L (%) | 372.5718 | 286.9402 | 85.6315 | 4.5023 | -2.0467 | 6.549 |
Avg Daily Profit (%) | 0.1946 | 0.1499 | 0.0447 | 0.0023 | -0.0011 | 0.0033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169511 | -130420 | -59535 | -655789 | -619737 | -150316 |
Profit Factor | 1.4151 | 1.5091 | 1.2564 | 1.0025 | 0.9983 | 1.0116 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 64.8148 | 64.1975 | 65.4321 | 64.8148 | 64.1975 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.7682 | 0.8416 | 0.6638 | 0.5442 | 0.5567 | 0.5344 |
Largest Winning Trade | 85422 | 85422 | 24163 | 258875 | 258875 | 59462 |
Largest Losing Trade | -68000 | -68000 | -50362 | -444549 | -444549 | -84992 |
Avg Bars in Trades | 45 | 65 | 24 | 45 | 65 | 24 |
Avg Bars in Winners | 34 | 46 | 22 | 34 | 46 | 22 |
Avg Bars in Losers | 64 | 99 | 28 | 64 | 99 | 28 |
Bars Traded | 7303 | 5314 | 1989 | 7303 | 5314 | 1989 |
Profit Streak | 74.4327 | 100.9327 | 74.4327 | 74.4327 | 100.9327 | 74.4327 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390161 | -2182 | -143870 | -570774 | -589659 | -572452 |
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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) |
---|