Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335653.0957 | 167913.728 | 167739.3677 | 577400.6169 | -261949.9294 | 839350.5463 |
Total P&L (%) | 335.6531 | 167.9137 | 167.7394 | 577.4006 | -261.9499 | 839.3505 |
Avg Daily Profit (%) | 0.1782 | 0.0891 | 0.089 | 0.1016 | 0 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107878 | -135937 | -40740 | -1558565 | -1833846 | -484107 |
Profit Factor | 1.749 | 1.5754 | 2.0731 | 1.1314 | 0.9125 | 1.5989 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 74.1935 | 75.3247 | 73.0769 | 74.1935 | 75.3247 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.6083 | 0.5161 | 0.7638 | 0.3935 | 0.2989 | 0.5891 |
Largest Winning Trade | 59465 | 59465 | 24406 | 296002 | 237466 | 296002 |
Largest Losing Trade | -50674 | -50674 | -30413 | -694383 | -694383 | -337783 |
Avg Bars in Trades | 44 | 79 | 9 | 44 | 79 | 9 |
Avg Bars in Winners | 24 | 38 | 11 | 24 | 38 | 11 |
Avg Bars in Losers | 101 | 207 | 5 | 101 | 207 | 5 |
Bars Traded | 6917 | 6149 | 768 | 6917 | 6149 | 768 |
Profit Streak | 77.4823 | 143.7323 | 77.4823 | 77.4823 | 143.7323 | 77.4823 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480201 | -110886 | -102877 | -129208 | -617792 | -63468 |
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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) |
---|