Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275132.6861 | 221862.7682 | 53269.9179 | 160799.2564 | 335432.0391 | -174632.7827 |
Total P&L (%) | 275.1327 | 221.8628 | 53.2699 | 160.7993 | 335.432 | -174.6328 |
Avg Daily Profit (%) | 0.2241 | 0.1807 | 0.0434 | 0.0781 | 0.1199 | 0 |
Buy And Hold Return (%) | 20.2079 | 20.2079 | 20.2079 | 20.2079 | 20.2079 | 20.2079 |
Max Trade Drawdown | -151199 | -84789 | -110081 | -1026464 | -645578 | -535898 |
Profit Factor | 1.5373 | 1.8742 | 1.2062 | 1.0768 | 1.309 | 0.8266 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 54.5455 | 59.0909 | 50 | 54.5455 | 59.0909 | 50 |
Ratio Avg Win / Avg Loss | 1.281 | 1.2975 | 1.2062 | 0.8974 | 0.9062 | 0.8266 |
Largest Winning Trade | 80510 | 80510 | 42710 | 449162 | 449162 | 174880 |
Largest Losing Trade | -50317 | -50317 | -25960 | -379303 | -379303 | -261433 |
Avg Bars in Trades | 79 | 103 | 55 | 79 | 103 | 55 |
Avg Bars in Winners | 68 | 67 | 68 | 68 | 67 | 68 |
Avg Bars in Losers | 92 | 154 | 42 | 92 | 154 | 42 |
Bars Traded | 6999 | 4538 | 2461 | 6999 | 4538 | 2461 |
Profit Streak | 74.4268 | 74.4268 | 74.5935 | 74.4268 | 74.4268 | 74.5935 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425162 | 452233 | -137345 | -223875 | -31800 | -579248 |
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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) |
---|