Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857583.0678 | 830255.0015 | 27328.0662 | 324610.6056 | 528089.2982 | -203478.6926 |
Total P&L (%) | 857.5831 | 830.255 | 27.3281 | 324.6106 | 528.0893 | -203.4787 |
Avg Daily Profit (%) | 0.4582 | 0.4436 | 0.0146 | 0.0773 | 0.0982 | 0 |
Buy And Hold Return (%) | 72.1945 | 72.1945 | 72.1945 | 72.1945 | 72.1945 | 72.1945 |
Max Trade Drawdown | -289222 | -164408 | -164825 | -705028 | -369797 | -348544 |
Profit Factor | 2.1151 | 2.9862 | 1.0779 | 1.2824 | 1.8246 | 0.6001 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 34.5794 | 31.4815 | 37.7358 | 34.5794 | 31.4815 | 37.7358 |
Ratio Avg Win / Avg Loss | 4.0016 | 6.4994 | 1.7785 | 2.4262 | 3.9711 | 0.9902 |
Largest Winning Trade | 531458 | 531458 | 53772 | 531458 | 531458 | 134231 |
Largest Losing Trade | -44720 | -38950 | -44720 | -247105 | -247105 | -90240 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 95 | 91 | 99 | 95 | 91 | 99 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 5187 | 2342 | 2845 | 5187 | 2342 | 2845 |
Profit Streak | 122.2752 | 122.2752 | 131.6085 | 122.2752 | 122.2752 | 131.6085 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342472 | -171146 | -657153 | -95204 | -244933 | -765034 |
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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) |
---|