Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519966.9298 | 412966.4996 | 107000.4302 | 1626778.2084 | 1897718.4112 | -270940.2027 |
Total P&L (%) | 519.9669 | 412.9665 | 107.0004 | 1626.7782 | 1897.7184 | -270.9402 |
Avg Daily Profit (%) | 0.3684 | 0.2926 | 0.0758 | 0.2021 | 0.2124 | 0 |
Buy And Hold Return (%) | 56.799 | 56.799 | 56.799 | 56.799 | 56.799 | 56.799 |
Max Trade Drawdown | -96206 | -114096 | -72152 | -1939465 | -1343440 | -1735651 |
Profit Factor | 1.9844 | 2.1113 | 1.6834 | 1.2326 | 1.4261 | 0.8934 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Losing Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Profitability (%) | 81.2834 | 84.9462 | 77.6596 | 81.2834 | 84.9462 | 77.6596 |
Ratio Avg Win / Avg Loss | 0.4569 | 0.3742 | 0.4843 | 0.2838 | 0.2527 | 0.257 |
Largest Winning Trade | 36558 | 36558 | 14072 | 491317 | 491317 | 189743 |
Largest Losing Trade | -74520 | -74520 | -60762 | -1567782 | -1006753 | -1567782 |
Avg Bars in Trades | 83 | 154 | 13 | 83 | 154 | 13 |
Avg Bars in Winners | 26 | 45 | 6 | 26 | 45 | 6 |
Avg Bars in Losers | 331 | 771 | 37 | 331 | 771 | 37 |
Bars Traded | 15655 | 14384 | 1271 | 15655 | 14384 | 1271 |
Profit Streak | 500.6538 | 0 | 578.0704 | 500.6538 | 0 | 578.0704 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577684 | 503694 | -93749 | 418949 | 420228 | -575556 |
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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) |
---|