Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400226.9442 | 179388.4007 | 220838.5435 | -91036.0241 | -238453.5559 | 147417.5317 |
Total P&L (%) | 400.2269 | 179.3884 | 220.8385 | -91.036 | -238.4536 | 147.4175 |
Avg Daily Profit (%) | 0.3876 | 0.1737 | 0.2139 | -0.2333 | 0 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118697 | -64043 | -99790 | -1603579 | -816805 | -1451329 |
Profit Factor | 2.2704 | 2.0976 | 2.4566 | 0.9752 | 0.8417 | 1.068 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 67.7966 | 60 | 75.8621 | 67.7966 | 60 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.0784 | 1.3984 | 0.7817 | 0.4632 | 0.5611 | 0.3398 |
Largest Winning Trade | 79839 | 79839 | 47261 | 455553 | 280292 | 455553 |
Largest Losing Trade | -99790 | -43665 | -99790 | -1451329 | -539418 | -1451329 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 50 | 46 | 53 | 50 | 46 | 53 |
Avg Bars in Losers | 97 | 86 | 114 | 97 | 86 | 114 |
Bars Traded | 3859 | 1871 | 1988 | 3859 | 1871 | 1988 |
Profit Streak | 21.7597 | 21.7597 | 156.0097 | 21.7597 | 21.7597 | 156.0097 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163709 | 434613 | 515631 | -756923 | -578979 | -218466 |
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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) |
---|