Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341030.6494 | 231561.2603 | 109469.3891 | 1141483.5013 | 1291156.7461 | -149673.2448 |
Total P&L (%) | 341.0306 | 231.5613 | 109.4694 | 1141.4835 | 1291.1567 | -149.6732 |
Avg Daily Profit (%) | 0.6548 | 0.4446 | 0.2102 | 0.4848 | 0.5068 | 0 |
Buy And Hold Return (%) | 44.1985 | 44.1985 | 44.1985 | 44.1985 | 44.1985 | 44.1985 |
Max Trade Drawdown | -64263 | -29239 | -70016 | -1454498 | -453752 | -1457313 |
Profit Factor | 1.8998 | 2.3839 | 1.5171 | 1.2657 | 1.6996 | 0.9389 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 51.1494 | 49.4253 | 52.8736 | 51.1494 | 49.4253 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.8144 | 2.4394 | 1.3522 | 1.2088 | 1.7391 | 0.8369 |
Largest Winning Trade | 68159 | 68159 | 31676 | 696633 | 696633 | 626772 |
Largest Losing Trade | -23559 | -14005 | -23559 | -380087 | -276091 | -380087 |
Avg Bars in Trades | 140 | 131 | 149 | 140 | 131 | 149 |
Avg Bars in Winners | 183 | 164 | 201 | 183 | 164 | 201 |
Avg Bars in Losers | 95 | 100 | 91 | 95 | 100 | 91 |
Bars Traded | 24506 | 11481 | 13025 | 24506 | 11481 | 13025 |
Profit Streak | 0 | 14.2051 | 0 | 0 | 14.2051 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561836 | 452138 | 176065 | 390167 | 480984 | -581295 |
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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) |
---|