Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704632.3145 | 699849.5974 | 4782.7171 | 51186.1402 | 506874.1168 | -455687.9766 |
Total P&L (%) | 704.6323 | 699.8496 | 4.7827 | 51.1861 | 506.8741 | -455.688 |
Avg Daily Profit (%) | 0.3683 | 0.3658 | 0.0025 | 0.0216 | 0.0943 | 0 |
Buy And Hold Return (%) | 37.8409 | 37.8409 | 37.8409 | 37.8409 | 37.8409 | 37.8409 |
Max Trade Drawdown | -165794 | -147853 | -81989 | -889165 | -402006 | -600546 |
Profit Factor | 2.536 | 4.0377 | 1.0209 | 1.0325 | 1.817 | 0.5238 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 47.6923 | 48.4848 | 46.875 | 47.6923 | 48.4848 | 46.875 |
Ratio Avg Win / Avg Loss | 2.7814 | 4.29 | 1.1571 | 1.1324 | 1.9305 | 0.5936 |
Largest Winning Trade | 738303 | 738303 | 48791 | 853335 | 853335 | 97066 |
Largest Losing Trade | -58253 | -26890 | -58253 | -564425 | -108768 | -564425 |
Avg Bars in Trades | 79 | 57 | 102 | 79 | 57 | 102 |
Avg Bars in Winners | 120 | 78 | 164 | 120 | 78 | 164 |
Avg Bars in Losers | 43 | 37 | 48 | 43 | 37 | 48 |
Bars Traded | 5188 | 1893 | 3295 | 5188 | 1893 | 3295 |
Profit Streak | 62.3504 | 62.3504 | 72.3504 | 62.3504 | 62.3504 | 72.3504 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121612 | 593618 | -553430 | -540809 | -63282 | -581467 |
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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) |
---|