Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616614.5642 | 454120.8408 | 162493.7234 | 732679.8694 | -1508287.7866 | 2240967.6561 |
Total P&L (%) | 616.6146 | 454.1208 | 162.4937 | 732.6799 | -1508.2878 | 2240.9677 |
Avg Daily Profit (%) | 0.3243 | 0.2388 | 0.0855 | 0.1115 | 0 | 0.166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165314 | -210460 | -27796 | -8079998 | -10467900 | -1559741 |
Profit Factor | 2.3193 | 2.2267 | 2.6721 | 1.0474 | 0.8831 | 1.8804 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 55.5556 | 52.7778 | 58.3333 | 55.5556 | 52.7778 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.8554 | 1.9923 | 1.9086 | 0.8379 | 0.7902 | 1.3431 |
Largest Winning Trade | 227029 | 227029 | 61900 | 4270385 | 4270385 | 2213218 |
Largest Losing Trade | -60788 | -60788 | -16711 | -3434567 | -3434567 | -579608 |
Avg Bars in Trades | 154 | 257 | 51 | 154 | 257 | 51 |
Avg Bars in Winners | 160 | 270 | 61 | 160 | 270 | 61 |
Avg Bars in Losers | 146 | 242 | 38 | 146 | 242 | 38 |
Bars Traded | 11127 | 9256 | 1871 | 11127 | 9256 | 1871 |
Profit Streak | 493.5591 | 0 | 539.8924 | 493.5591 | 0 | 539.8924 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68678 | 451755 | -72096 | -295908 | -580420 | 427218 |
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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) |
---|