Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480177.5681 | 551108.6251 | -70931.0571 | -57495.1235 | 150992.0771 | -208487.2005 |
Total P&L (%) | 480.1776 | 551.1086 | -70.9311 | -57.4951 | 150.9921 | -208.4872 |
Avg Daily Profit (%) | 0.2558 | 0.2936 | -0.0378 | -0.0456 | 0.049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -383433 | -155611 | -272174 | -368120 | -153572 | -221536 |
Profit Factor | 1.5955 | 2.4689 | 0.8355 | 0.8695 | 1.8734 | 0.2215 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 43.4783 | 42.8571 | 44.1176 | 43.4783 | 42.8571 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.0742 | 3.2919 | 1.0583 | 1.1304 | 2.4979 | 0.2805 |
Largest Winning Trade | 315904 | 315904 | 52640 | 235517 | 235517 | 37094 |
Largest Losing Trade | -60204 | -48855 | -60204 | -142369 | -111126 | -142369 |
Avg Bars in Trades | 102 | 99 | 104 | 102 | 99 | 104 |
Avg Bars in Winners | 165 | 161 | 169 | 165 | 161 | 169 |
Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
Bars Traded | 7047 | 3480 | 3567 | 7047 | 3480 | 3567 |
Profit Streak | 130.1274 | 130.1274 | 130.3774 | 130.1274 | 130.1274 | 130.3774 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96755 | 407636 | -580848 | -686965 | -126083 | -582515 |
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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) |
---|