Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621332.575 | 596704.2937 | 24628.2813 | 703235.3457 | 1486037.7944 | -782802.4487 |
Total P&L (%) | 621.3326 | 596.7043 | 24.6283 | 703.2353 | 1486.0378 | -782.8024 |
Avg Daily Profit (%) | 0.2486 | 0.2388 | 0.0099 | 0.0834 | 0.1107 | 0 |
Buy And Hold Return (%) | 266.1879 | 266.1879 | 266.1879 | 266.1879 | 266.1879 | 266.1879 |
Max Trade Drawdown | -172073 | -71850 | -100223 | -3261720 | -808365 | -2453354 |
Profit Factor | 2.2864 | 3.6735 | 1.0948 | 1.1396 | 1.7133 | 0.7349 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 46.0317 | 53.125 | 38.7097 | 46.0317 | 53.125 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.6806 | 3.2414 | 1.7334 | 1.3361 | 1.5118 | 1.1636 |
Largest Winning Trade | 313309 | 313309 | 59404 | 1091005 | 1091005 | 799701 |
Largest Losing Trade | -54689 | -32490 | -54689 | -2030041 | -590274 | -2030041 |
Avg Bars in Trades | 231 | 237 | 224 | 231 | 237 | 224 |
Avg Bars in Winners | 368 | 364 | 374 | 368 | 364 | 374 |
Avg Bars in Losers | 113 | 94 | 129 | 113 | 94 | 129 |
Bars Traded | 14554 | 7606 | 6948 | 14554 | 7606 | 6948 |
Profit Streak | 77.8662 | 173.8662 | 0 | 77.8662 | 173.8662 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143840 | 405183 | -465024 | -303518 | -41211 | -583541 |
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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) |
---|