Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404824.5293 | 288533.6729 | 116290.8564 | 455164.6244 | 532225.6655 | -77061.0411 |
Total P&L (%) | 404.8245 | 288.5337 | 116.2909 | 455.1646 | 532.2257 | -77.061 |
Avg Daily Profit (%) | 0.214 | 0.1525 | 0.0615 | 0.0906 | 0.0975 | -0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102452 | -55320 | -114491 | -474164 | -103098 | -499150 |
Profit Factor | 1.7918 | 2.4675 | 1.3696 | 1.3005 | 2.1679 | 0.9272 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 64.1026 | 64.1026 | 64.1026 | 64.1026 | 64.1026 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.0034 | 1.3818 | 0.767 | 0.7283 | 1.214 | 0.5193 |
Largest Winning Trade | 77753 | 77753 | 41028 | 146504 | 146504 | 118137 |
Largest Losing Trade | -62220 | -32284 | -62220 | -318089 | -90169 | -318089 |
Avg Bars in Trades | 70 | 63 | 76 | 70 | 63 | 76 |
Avg Bars in Winners | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Losers | 109 | 89 | 129 | 109 | 89 | 129 |
Bars Traded | 5475 | 2486 | 2989 | 5475 | 2486 | 2989 |
Profit Streak | 222.4983 | 222.4983 | 328.4983 | 222.4983 | 222.4983 | 328.4983 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25189 | 504430 | -108755 | -108752 | -56150 | -577523 |
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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) |
---|