Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817085.1259 | 692431.8808 | 124653.2451 | 3548988.9221 | 2870140.0225 | 678848.8995 |
Total P&L (%) | 817.0851 | 692.4319 | 124.6532 | 3548.9889 | 2870.14 | 678.8489 |
Avg Daily Profit (%) | 0.3268 | 0.277 | 0.0499 | 0.144 | 0.1357 | 0.0821 |
Buy And Hold Return (%) | 293.6665 | 293.6665 | 293.6665 | 293.6665 | 293.6665 | 293.6665 |
Max Trade Drawdown | -109744 | -49029 | -62766 | -3009060 | -920341 | -2205719 |
Profit Factor | 3.2408 | 4.736 | 1.6953 | 1.5567 | 2.0846 | 1.1821 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 54.5455 | 52.6316 | 56.4103 | 54.5455 | 52.6316 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.7007 | 4.2624 | 1.31 | 1.2972 | 1.8761 | 0.9134 |
Largest Winning Trade | 463554 | 463554 | 45805 | 1755984 | 1755984 | 751123 |
Largest Losing Trade | -58485 | -29678 | -58485 | -1343256 | -416839 | -1343256 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 81 | 65 | 94 | 81 | 65 | 94 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 4667 | 1969 | 2698 | 4667 | 1969 | 2698 |
Profit Streak | 7.8512 | 0 | 75.3512 | 7.8512 | 0 | 75.3512 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33000 | 437333 | -288185 | -43769 | -7085 | -107803 |
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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) |
---|