Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452284.6248 | 321219.6901 | 131064.9347 | 1457326.145 | 798291.0855 | 659035.0595 |
Total P&L (%) | 452.2846 | 321.2197 | 131.0649 | 1457.3261 | 798.2911 | 659.0351 |
Avg Daily Profit (%) | 0.3196 | 0.227 | 0.0926 | 0.1942 | 0.1553 | 0.1433 |
Buy And Hold Return (%) | 56.5731 | 56.5731 | 56.5731 | 56.5731 | 56.5731 | 56.5731 |
Max Trade Drawdown | -138246 | -44345 | -106517 | -356090 | -133682 | -331726 |
Profit Factor | 2.5725 | 3.2872 | 1.8905 | 2.5904 | 2.695 | 2.4797 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 67.7419 | 65.2174 | 70.2128 | 67.7419 | 65.2174 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.225 | 1.7531 | 0.802 | 1.2335 | 1.4373 | 1.052 |
Largest Winning Trade | 120514 | 120514 | 25546 | 332608 | 332608 | 192445 |
Largest Losing Trade | -66883 | -32384 | -66883 | -168546 | -113407 | -168546 |
Avg Bars in Trades | 26 | 36 | 16 | 26 | 36 | 16 |
Avg Bars in Winners | 20 | 27 | 15 | 20 | 27 | 15 |
Avg Bars in Losers | 38 | 54 | 19 | 38 | 54 | 19 |
Bars Traded | 2459 | 1680 | 779 | 2459 | 1680 | 779 |
Profit Streak | 0 | 28.4732 | 0 | 0 | 28.4732 | 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 | 559473 | 570287 | -70293 | 537126 | 513803 | 191914 |
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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) |
---|