Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565395.4939 | 377498.176 | 187897.3179 | 3147477.6967 | 1604044.1797 | 1543433.517 |
Total P&L (%) | 565.3955 | 377.4982 | 187.8973 | 3147.4777 | 1604.0442 | 1543.4335 |
Avg Daily Profit (%) | 0.4601 | 0.3072 | 0.1529 | 0.2837 | 0.231 | 0.2281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72191 | -84390 | -75718 | -1133671 | -1398939 | -1299894 |
Profit Factor | 2.3599 | 2.7711 | 1.9273 | 1.5315 | 1.551 | 1.5126 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 71.5909 | 72.7273 | 70.4545 | 71.5909 | 72.7273 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.9365 | 1.0392 | 0.8082 | 0.6077 | 0.5816 | 0.6343 |
Largest Winning Trade | 111582 | 111582 | 37606 | 807162 | 308760 | 807162 |
Largest Losing Trade | -72191 | -34718 | -72191 | -1133671 | -568483 | -1133671 |
Avg Bars in Trades | 53 | 61 | 45 | 53 | 61 | 45 |
Avg Bars in Winners | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Losers | 100 | 123 | 78 | 100 | 123 | 78 |
Bars Traded | 4734 | 2713 | 2021 | 4734 | 2713 | 2021 |
Profit Streak | 78.2127 | 94.2127 | 78.2127 | 78.2127 | 94.2127 | 78.2127 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609594 | 617795 | 441909 | 487433 | 457220 | 438079 |
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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) |
---|