Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412299.4222 | 418369.1216 | -6069.6993 | 8208161.6361 | 260408.29 | 7947753.346 |
Total P&L (%) | 412.2994 | 418.3691 | -6.0697 | 8208.1616 | 260.4083 | 7947.7533 |
Avg Daily Profit (%) | 0.2568 | 0.2606 | -0.0038 | 0.2756 | 0.0799 | 0.2737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296689 | -80593 | -306220 | -5977794 | -4640791 | -3398858 |
Profit Factor | 1.5343 | 2.6677 | 0.9883 | 1.5395 | 1.0247 | 2.7023 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 58 | 25 | 33 | 48 | 26 | 22 |
Losing Trades | 29 | 18 | 11 | 39 | 17 | 22 |
Profitability (%) | 66.6667 | 58.1395 | 75 | 55.1724 | 60.4651 | 50 |
Ratio Avg Win / Avg Loss | 0.7671 | 1.9208 | 0.3294 | 1.2509 | 0.67 | 2.7023 |
Largest Winning Trade | 80660 | 80660 | 57310 | 2921593 | 2921593 | 2850366 |
Largest Losing Trade | -233093 | -40458 | -233093 | -2838855 | -2838855 | -1046863 |
Avg Bars in Trades | 52 | 51 | 54 | 52 | 51 | 54 |
Avg Bars in Winners | 52 | 51 | 52 | 50 | 45 | 56 |
Avg Bars in Losers | 54 | 50 | 60 | 55 | 59 | 52 |
Bars Traded | 4600 | 2198 | 2402 | 4600 | 2198 | 2402 |
Profit Streak | 228.2816 | 228.2816 | 440.2816 | 228.2816 | 228.2816 | 440.2816 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434806 | 564818 | -576031 | 453134 | -278566 | 551839 |
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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) |
---|