Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289051.797 | 242631.554 | 46420.243 | -91394.3821 | 320803.7665 | -412198.1487 |
Total P&L (%) | 289.0518 | 242.6316 | 46.4202 | -91.3944 | 320.8038 | -412.1981 |
Avg Daily Profit (%) | 0.1945 | 0.1633 | 0.0312 | -0.1649 | 0.0967 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257914 | -141911 | -178152 | -1113703 | -717903 | -1307455 |
Profit Factor | 1.1664 | 1.2808 | 1.0532 | 0.9845 | 1.1181 | 0.8711 |
Total Trades | 433 | 216 | 217 | 433 | 216 | 217 |
Winning Trades | 244 | 112 | 132 | 244 | 112 | 132 |
Losing Trades | 189 | 104 | 85 | 189 | 104 | 85 |
Profitability (%) | 56.351 | 51.8519 | 60.8295 | 56.351 | 51.8519 | 60.8295 |
Ratio Avg Win / Avg Loss | 0.9035 | 1.1893 | 0.6782 | 0.7626 | 1.0382 | 0.5609 |
Largest Winning Trade | 181878 | 181878 | 36279 | 311588 | 311588 | 199455 |
Largest Losing Trade | -89966 | -27808 | -89966 | -866409 | -174138 | -866409 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 5902 | 2961 | 2941 | 5902 | 2961 | 2941 |
Profit Streak | 2.8076 | 0 | 4.0576 | 2.8076 | 0 | 4.0576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29514 | 301204 | -314403 | -578742 | -153334 | -578682 |
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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) |
---|