Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427544.1596 | 381653.4354 | 45890.7242 | 645139.7684 | 673420.9209 | -28281.1526 |
Total P&L (%) | 427.5442 | 381.6534 | 45.8907 | 645.1398 | 673.4209 | -28.2812 |
Avg Daily Profit (%) | 0.4789 | 0.4275 | 0.0514 | 0.2252 | 0.2294 | -0.0372 |
Buy And Hold Return (%) | 128.8042 | 128.8042 | 128.8042 | 128.8042 | 128.8042 | 128.8042 |
Max Trade Drawdown | -70448 | -70299 | -20490 | -476941 | -392114 | -192966 |
Profit Factor | 2.0568 | 2.4489 | 1.3251 | 1.4302 | 1.7105 | 0.9487 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 44.6809 | 38.5714 | 50.7042 | 44.6809 | 38.5714 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.5465 | 3.9002 | 1.2883 | 1.7707 | 2.7241 | 0.9224 |
Largest Winning Trade | 170256 | 170256 | 15188 | 438229 | 438229 | 67665 |
Largest Losing Trade | -42449 | -42449 | -13956 | -342871 | -342871 | -82076 |
Avg Bars in Trades | 74 | 129 | 19 | 74 | 129 | 19 |
Avg Bars in Winners | 92 | 191 | 19 | 92 | 191 | 19 |
Avg Bars in Losers | 59 | 90 | 20 | 59 | 90 | 20 |
Bars Traded | 10460 | 9059 | 1401 | 10460 | 9059 | 1401 |
Profit Streak | 0 | 17.9361 | 0 | 0 | 17.9361 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338119 | -87249 | -376397 | 259963 | -87988 | -667367 |
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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) |
---|