Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239310.4725 | 180030.7343 | 59279.7382 | -68120.0483 | 12277.229 | -80397.2773 |
Total P&L (%) | 239.3105 | 180.0307 | 59.2797 | -68.12 | 12.2772 | -80.3973 |
Avg Daily Profit (%) | 0.1911 | 0.1438 | 0.0473 | -0.0913 | 0.0093 | -0.1301 |
Buy And Hold Return (%) | 24.3976 | 24.3976 | 24.3976 | 24.3976 | 24.3976 | 24.3976 |
Max Trade Drawdown | -116105 | -41773 | -96733 | -67592 | -15301 | -54144 |
Profit Factor | 1.5995 | 2.2076 | 1.237 | 0.6002 | 1.3241 | 0.3933 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 85.4369 | 86.2745 | 84.6154 | 85.4369 | 86.2745 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.2726 | 0.3512 | 0.2249 | 0.1023 | 0.2106 | 0.0715 |
Largest Winning Trade | 23467 | 23467 | 21180 | 7196 | 7078 | 7196 |
Largest Losing Trade | -96733 | -41773 | -96733 | -64970 | -13447 | -64970 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Losers | 198 | 236 | 165 | 198 | 236 | 165 |
Bars Traded | 4728 | 2637 | 2091 | 4728 | 2637 | 2091 |
Profit Streak | 20.0373 | 156.2873 | 20.0373 | 20.0373 | 156.2873 | 20.0373 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497753 | -173712 | -310829 | -574744 | -521742 | -755940 |
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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) |
---|