Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401725.3156 | 241144.7049 | 160580.6108 | 1603644.0114 | 677269.0961 | 926374.9154 |
Total P&L (%) | 401.7253 | 241.1447 | 160.5806 | 1603.644 | 677.2691 | 926.3749 |
Avg Daily Profit (%) | 0.3221 | 0.1933 | 0.1287 | 0.2276 | 0.1645 | 0.1869 |
Buy And Hold Return (%) | 112.6876 | 112.6876 | 112.6876 | 112.6876 | 112.6876 | 112.6876 |
Max Trade Drawdown | -85955 | -50099 | -70737 | -487495 | -487495 | -239028 |
Profit Factor | 2.5614 | 2.9151 | 2.2224 | 2.267 | 1.8209 | 3.1023 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 68.8525 | 70 | 67.7419 | 68.8525 | 70 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.1587 | 1.2493 | 1.0583 | 1.0256 | 0.7804 | 1.4773 |
Largest Winning Trade | 64137 | 64137 | 33997 | 419770 | 419770 | 237084 |
Largest Losing Trade | -50099 | -50099 | -47297 | -487495 | -487495 | -182714 |
Avg Bars in Trades | 76 | 96 | 56 | 76 | 96 | 56 |
Avg Bars in Winners | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Losers | 132 | 194 | 76 | 132 | 194 | 76 |
Bars Traded | 4650 | 2898 | 1752 | 4650 | 2898 | 1752 |
Profit Streak | 62.3949 | 84.8949 | 62.3949 | 62.3949 | 84.8949 | 62.3949 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152282 | 344510 | -48343 | -150632 | 405288 | 575146 |
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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) |
---|