Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606966.0999 | 496523.1821 | 110442.9178 | 3048196.9291 | 2700221.5547 | 347975.3745 |
Total P&L (%) | 606.9661 | 496.5232 | 110.4429 | 3048.1969 | 2700.2216 | 347.9754 |
Avg Daily Profit (%) | 0.4299 | 0.3516 | 0.0782 | 0.2446 | 0.2363 | 0.1063 |
Buy And Hold Return (%) | 96.6281 | 96.6281 | 96.6281 | 96.6281 | 96.6281 | 96.6281 |
Max Trade Drawdown | -49294 | -59055 | -78106 | -1685219 | -738964 | -946255 |
Profit Factor | 2.6418 | 3.3635 | 1.692 | 1.9138 | 2.4644 | 1.2332 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 53.6232 | 51.4286 | 55.8824 | 53.6232 | 51.4286 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.2848 | 3.1766 | 1.3358 | 1.6552 | 2.3275 | 0.9736 |
Largest Winning Trade | 149561 | 149561 | 65092 | 1691282 | 1691282 | 840280 |
Largest Losing Trade | -40945 | -39362 | -40945 | -946255 | -544660 | -946255 |
Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
Avg Bars in Winners | 107 | 104 | 110 | 107 | 104 | 110 |
Avg Bars in Losers | 42 | 33 | 53 | 42 | 33 | 53 |
Bars Traded | 5346 | 2443 | 2903 | 5346 | 2443 | 2903 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90967 | 514197 | -206975 | -93477 | 475912 | -54951 |
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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) |
---|