Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362596.7771 | 238478.9632 | 124117.8139 | 763909.6169 | 318709.3822 | 445200.2347 |
Total P&L (%) | 362.5968 | 238.479 | 124.1178 | 763.9096 | 318.7094 | 445.2002 |
Avg Daily Profit (%) | 0.3481 | 0.2289 | 0.1192 | 0.2072 | 0.1376 | 0.1629 |
Buy And Hold Return (%) | 19.4884 | 19.4884 | 19.4884 | 19.4884 | 19.4884 | 19.4884 |
Max Trade Drawdown | -73810 | -57603 | -77606 | -538293 | -505710 | -313463 |
Profit Factor | 1.9866 | 2.3188 | 1.6649 | 1.6131 | 1.4535 | 1.8196 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 76.9231 | 73.0769 | 80.7692 | 76.9231 | 73.0769 | 80.7692 |
Ratio Avg Win / Avg Loss | 0.596 | 0.8543 | 0.3964 | 0.4839 | 0.5355 | 0.4332 |
Largest Winning Trade | 27109 | 27109 | 21081 | 128935 | 128935 | 117877 |
Largest Losing Trade | -73810 | -37132 | -73810 | -370733 | -370733 | -242091 |
Avg Bars in Trades | 236 | 342 | 131 | 236 | 342 | 131 |
Avg Bars in Winners | 146 | 213 | 84 | 146 | 213 | 84 |
Avg Bars in Losers | 538 | 692 | 324 | 538 | 692 | 324 |
Bars Traded | 24622 | 17809 | 6813 | 24622 | 17809 | 6813 |
Profit Streak | 4.1982 | 4.1982 | 49.2815 | 4.1982 | 4.1982 | 49.2815 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516774 | -167593 | -208587 | 462477 | -187127 | -166627 |
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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) |
---|