Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751700.7192 | 552099.1955 | 199601.5236 | 3179854.3334 | -1542692.3019 | 4722546.6352 |
Total P&L (%) | 751.7007 | 552.0992 | 199.6015 | 3179.8543 | -1542.6923 | 4722.5466 |
Avg Daily Profit (%) | 0.3177 | 0.2333 | 0.0844 | 0.1476 | 0 | 0.164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110434 | -74544 | -99684 | -3042203 | -3807411 | -1650316 |
Profit Factor | 2.2933 | 2.6903 | 1.7841 | 1.2626 | 0.8095 | 2.1779 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 50.5747 | 45.4545 | 55.814 | 50.5747 | 45.4545 | 55.814 |
Ratio Avg Win / Avg Loss | 2.2412 | 3.2283 | 1.4124 | 1.2339 | 0.9715 | 1.7242 |
Largest Winning Trade | 256999 | 256999 | 60934 | 1543935 | 1298510 | 1543935 |
Largest Losing Trade | -44949 | -34538 | -44949 | -1525781 | -1525781 | -1185787 |
Avg Bars in Trades | 53 | 41 | 64 | 53 | 41 | 64 |
Avg Bars in Winners | 68 | 51 | 83 | 68 | 51 | 83 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 4625 | 1838 | 2787 | 4625 | 1838 | 2787 |
Profit Streak | 65.9947 | 65.9947 | 87.4947 | 65.9947 | 65.9947 | 87.4947 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528776 | 442964 | -76688 | 201063 | -581928 | 476498 |
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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) |
---|