Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357273.7666 | 381208.4684 | -23934.7019 | 18996.2871 | 273739.2892 | -254743.0022 |
Total P&L (%) | 357.2738 | 381.2085 | -23.9347 | 18.9963 | 273.7393 | -254.743 |
Avg Daily Profit (%) | 0.686 | 0.7319 | -0.046 | 0.0334 | 0.2535 | 0 |
Buy And Hold Return (%) | 70.0184 | 70.0184 | 70.0184 | 70.0184 | 70.0184 | 70.0184 |
Max Trade Drawdown | -151773 | -99041 | -84565 | -606311 | -322952 | -323979 |
Profit Factor | 2.081 | 3.0216 | 0.8314 | 1.0215 | 1.5912 | 0.3966 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 35.1351 | 28.5714 | 41.8182 | 35.1351 | 28.5714 | 41.8182 |
Ratio Avg Win / Avg Loss | 3.8418 | 7.554 | 1.1567 | 1.8858 | 3.9779 | 0.5518 |
Largest Winning Trade | 479542 | 479542 | 28669 | 600156 | 600156 | 45681 |
Largest Losing Trade | -16902 | -13334 | -16902 | -78901 | -67755 | -78901 |
Avg Bars in Trades | 221 | 183 | 259 | 221 | 183 | 259 |
Avg Bars in Winners | 434 | 325 | 510 | 434 | 325 | 510 |
Avg Bars in Losers | 105 | 127 | 79 | 105 | 127 | 79 |
Bars Traded | 24572 | 10302 | 14270 | 24572 | 10302 | 14270 |
Profit Streak | 0 | 0 | 9.2745 | 0 | 0 | 9.2745 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302817 | -178073 | -762250 | -515917 | -186226 | -763917 |
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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) |
---|