Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517562.3665 | 253203.989 | 264358.3775 | 2746006.1271 | 992173.1299 | 1753832.9972 |
Total P&L (%) | 517.5624 | 253.204 | 264.3584 | 2746.0061 | 992.1731 | 1753.833 |
Avg Daily Profit (%) | 0.5062 | 0.2476 | 0.2585 | 0.328 | 0.2341 | 0.286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68276 | -102845 | -47215 | -1929487 | -1758903 | -1930013 |
Profit Factor | 2.6756 | 2.2381 | 3.5327 | 1.5295 | 1.3643 | 1.7121 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 72.973 | 64.8649 | 81.0811 | 72.973 | 64.8649 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.991 | 1.2123 | 0.8243 | 0.5665 | 0.739 | 0.3995 |
Largest Winning Trade | 178597 | 178597 | 31779 | 1747736 | 1747736 | 745597 |
Largest Losing Trade | -39743 | -39576 | -39743 | -1608260 | -895899 | -1608260 |
Avg Bars in Trades | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Winners | 50 | 48 | 51 | 50 | 48 | 51 |
Avg Bars in Losers | 145 | 114 | 203 | 145 | 114 | 203 |
Bars Traded | 5614 | 2657 | 2958 | 5614 | 2657 | 2958 |
Profit Streak | 4.5132 | 0 | 28.5132 | 4.5132 | 0 | 28.5132 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52281 | 471930 | 614527 | -56311 | 326587 | 512889 |
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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) |
---|