Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478829.8626 | 309450.2956 | 169379.567 | 644796.4071 | -813652.7222 | 1458449.1293 |
Total P&L (%) | 478.8299 | 309.4503 | 169.3796 | 644.7964 | -813.6527 | 1458.4491 |
Avg Daily Profit (%) | 0.2493 | 0.1611 | 0.0882 | 0.1046 | 0 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167205 | -138394 | -43435 | -3439739 | -2914345 | -764147 |
Profit Factor | 1.7518 | 1.6086 | 2.3187 | 1.0742 | 0.8896 | 2.1043 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 76.3359 | 69.2308 | 83.3333 | 76.3359 | 69.2308 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.5431 | 0.715 | 0.4637 | 0.333 | 0.3954 | 0.4209 |
Largest Winning Trade | 57927 | 57927 | 14594 | 575215 | 575215 | 192376 |
Largest Losing Trade | -73514 | -73514 | -39312 | -1317160 | -1317160 | -699910 |
Avg Bars in Trades | 41 | 75 | 7 | 41 | 75 | 7 |
Avg Bars in Winners | 14 | 27 | 4 | 14 | 27 | 4 |
Avg Bars in Losers | 125 | 183 | 19 | 125 | 183 | 19 |
Bars Traded | 5372 | 4910 | 462 | 5372 | 4910 | 462 |
Profit Streak | 10.7248 | 59.3914 | 10.7248 | 10.7248 | 59.3914 | 10.7248 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493962 | -120236 | -192627 | -188391 | -708570 | -119424 |
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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) |
---|