Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494414.5369 | 406356.1142 | 88058.4227 | 676264.934 | 1281886.3422 | -605621.4082 |
Total P&L (%) | 494.4145 | 406.3561 | 88.0584 | 676.2649 | 1281.8863 | -605.6214 |
Avg Daily Profit (%) | 0.2729 | 0.2243 | 0.0486 | 0.1132 | 0.145 | 0 |
Buy And Hold Return (%) | 215.7355 | 215.7355 | 215.7355 | 215.7355 | 215.7355 | 215.7355 |
Max Trade Drawdown | -138920 | -99858 | -118456 | -1074761 | -269895 | -1221743 |
Profit Factor | 1.5347 | 1.9374 | 1.1793 | 1.1827 | 2.1421 | 0.7652 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 57.0866 | 59.0551 | 55.1181 | 57.0866 | 59.0551 | 55.1181 |
Ratio Avg Win / Avg Loss | 1.1537 | 1.3433 | 0.9603 | 0.8891 | 1.4852 | 0.6231 |
Largest Winning Trade | 70258 | 70258 | 40249 | 239890 | 239890 | 184017 |
Largest Losing Trade | -55893 | -43374 | -55893 | -673359 | -119219 | -673359 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
Bars Traded | 5148 | 2620 | 2528 | 5148 | 2620 | 2528 |
Profit Streak | 16.5087 | 16.5087 | 17.5087 | 16.5087 | 16.5087 | 17.5087 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317691 | 163453 | -316961 | -61699 | 181810 | -578986 |
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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) |
---|