Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396797.8803 | 360181.7248 | 36616.1554 | -79094.9627 | 310494.2983 | -389589.2609 |
Total P&L (%) | 396.7979 | 360.1817 | 36.6162 | -79.095 | 310.4943 | -389.5893 |
Avg Daily Profit (%) | 0.2087 | 0.1894 | 0.0193 | -0.0823 | 0.0743 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260444 | -187061 | -192305 | -482778 | -195654 | -568841 |
Profit Factor | 1.4192 | 1.689 | 1.0864 | 0.9497 | 1.4839 | 0.5817 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 51.5464 | 50 | 53.0612 | 51.5464 | 50 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.334 | 1.689 | 0.961 | 0.8927 | 1.4839 | 0.5146 |
Largest Winning Trade | 222768 | 222768 | 46351 | 150871 | 149402 | 150871 |
Largest Losing Trade | -75776 | -53207 | -75776 | -260536 | -195654 | -260536 |
Avg Bars in Trades | 114 | 139 | 89 | 114 | 139 | 89 |
Avg Bars in Winners | 122 | 142 | 103 | 122 | 142 | 103 |
Avg Bars in Losers | 105 | 136 | 73 | 105 | 136 | 73 |
Bars Traded | 11069 | 6697 | 4372 | 11069 | 6697 | 4372 |
Profit Streak | 674.1614 | 734.1614 | 674.1614 | 674.1614 | 734.1614 | 674.1614 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372462 | 437977 | -295004 | -578939 | -91095 | -578953 |
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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) |
---|