Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305761.598 | 222406.4757 | 83355.1224 | 750030.9485 | 803155.3189 | -53124.3704 |
Total P&L (%) | 305.7616 | 222.4065 | 83.3551 | 750.0309 | 803.1553 | -53.1244 |
Avg Daily Profit (%) | 0.2152 | 0.1566 | 0.0587 | 0.1508 | 0.155 | -0.0533 |
Buy And Hold Return (%) | 36.2457 | 36.2457 | 36.2457 | 36.2457 | 36.2457 | 36.2457 |
Max Trade Drawdown | -43876 | -34140 | -45551 | -585145 | -321205 | -576088 |
Profit Factor | 2.9667 | 3.9747 | 2.0329 | 1.5502 | 2.6929 | 0.9402 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 10 | 5 | 5 | 10 | 5 | 5 |
Profitability (%) | 85.0746 | 84.8485 | 85.2941 | 85.0746 | 84.8485 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.5205 | 0.7098 | 0.3505 | 0.272 | 0.4809 | 0.1621 |
Largest Winning Trade | 127122 | 127122 | 21793 | 332372 | 332372 | 130151 |
Largest Losing Trade | -40761 | -34140 | -40761 | -509055 | -215462 | -509055 |
Avg Bars in Trades | 33 | 42 | 24 | 33 | 42 | 24 |
Avg Bars in Winners | 20 | 26 | 15 | 20 | 26 | 15 |
Avg Bars in Losers | 103 | 133 | 73 | 103 | 133 | 73 |
Bars Traded | 2224 | 1397 | 827 | 2224 | 1397 | 827 |
Profit Streak | 35.3776 | 98.3776 | 35.3776 | 35.3776 | 98.3776 | 35.3776 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104411 | 604522 | -112266 | -107487 | 571184 | -574673 |
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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) |
---|