Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077270.3905 | 1298029.6673 | -220759.2768 | -101332.9828 | 58408.5334 | -159741.5162 |
Total P&L (%) | 1077.2704 | 1298.0297 | -220.7593 | -101.333 | 58.4085 | -159.7415 |
Avg Daily Profit (%) | 0.6014 | 0.7247 | -0.1232 | 0 | 0.0257 | 0 |
Buy And Hold Return (%) | 343.038 | 343.038 | 343.038 | 343.038 | 343.038 | 343.038 |
Max Trade Drawdown | -347793 | -158780 | -334280 | -116273 | -20660 | -140834 |
Profit Factor | 2.0433 | 4.1122 | 0.6413 | 0.5251 | 2.995 | 0.1322 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 45 | 18 | 27 | 68 | 40 | 28 |
Losing Trades | 69 | 39 | 30 | 46 | 17 | 29 |
Profitability (%) | 39.4737 | 31.5789 | 47.3684 | 59.6491 | 70.1754 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.133 | 8.9098 | 0.7126 | 0.3552 | 1.2729 | 0.1369 |
Largest Winning Trade | 1261201 | 1261201 | 57653 | 56307 | 56307 | 11028 |
Largest Losing Trade | -110878 | -46496 | -110878 | -114042 | -20660 | -114042 |
Avg Bars in Trades | 185 | 170 | 199 | 185 | 170 | 199 |
Avg Bars in Winners | 296 | 300 | 294 | 120 | 122 | 118 |
Avg Bars in Losers | 112 | 110 | 115 | 280 | 283 | 278 |
Bars Traded | 21113 | 9714 | 11399 | 21113 | 9714 | 11399 |
Profit Streak | 0 | 0 | 0 | 64.3926 | 64.3926 | 89.6426 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308718 | -170245 | -761856 | -577783 | -496195 | -760214 |
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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) |
---|