Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373590.8029 | 372316.7564 | 1274.0465 | 72736.1955 | 67477.6726 | 5258.5229 |
Total P&L (%) | 373.5908 | 372.3168 | 1.274 | 72.7362 | 67.4777 | 5.2585 |
Avg Daily Profit (%) | 0.3587 | 0.3574 | 0.0012 | 0.0525 | 0.0495 | 0.0049 |
Buy And Hold Return (%) | 54.4584 | 54.4584 | 54.4584 | 54.4584 | 54.4584 | 54.4584 |
Max Trade Drawdown | -74695 | -80372 | -17006 | -171624 | -191570 | -18910 |
Profit Factor | 1.976 | 2.0914 | 1.0306 | 1.1347 | 1.1375 | 1.1073 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 48.3146 | 38.6364 | 57.7778 | 48.3146 | 38.6364 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.1139 | 3.3217 | 0.7531 | 1.2139 | 1.8066 | 0.8092 |
Largest Winning Trade | 296886 | 296886 | 6853 | 241131 | 241131 | 16956 |
Largest Losing Trade | -41443 | -41443 | -13194 | -109565 | -109565 | -18910 |
Avg Bars in Trades | 273 | 543 | 10 | 273 | 543 | 10 |
Avg Bars in Winners | 414 | 1028 | 13 | 414 | 1028 | 13 |
Avg Bars in Losers | 142 | 238 | 6 | 142 | 238 | 6 |
Bars Traded | 24368 | 23906 | 462 | 24368 | 23906 | 462 |
Profit Streak | 113.5704 | 113.6538 | 113.5704 | 113.5704 | 113.6538 | 113.5704 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474408 | 325328 | -543568 | -255951 | -290162 | -454281 |
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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) |
---|