Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1722816.2598 | 1666137.7526 | 56678.5072 | 797766.0639 | -347295.1574 | 1145061.2213 |
Total P&L (%) | 1722.8163 | 1666.1378 | 56.6785 | 797.7661 | -347.2952 | 1145.0612 |
Avg Daily Profit (%) | 0.9567 | 0.9252 | 0.0315 | 0.122 | 0 | 0.1401 |
Buy And Hold Return (%) | 276.4471 | 276.4471 | 276.4471 | 276.4471 | 276.4471 | 276.4471 |
Max Trade Drawdown | -100182 | -100616 | -143651 | -1959642 | -1815823 | -904023 |
Profit Factor | 4.75 | 8.7977 | 1.2306 | 1.1597 | 0.8835 | 1.5681 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 48.5294 | 44.1176 | 52.9412 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.0379 | 11.1437 | 1.0939 | 1.23 | 1.1191 | 1.3939 |
Largest Winning Trade | 1289961 | 1289961 | 66856 | 694045 | 694045 | 596032 |
Largest Losing Trade | -79291 | -29996 | -79291 | -647918 | -647918 | -337427 |
Avg Bars in Trades | 101 | 69 | 133 | 101 | 69 | 133 |
Avg Bars in Winners | 175 | 137 | 206 | 175 | 137 | 206 |
Avg Bars in Losers | 32 | 16 | 50 | 32 | 16 | 50 |
Bars Traded | 6898 | 2370 | 4528 | 6898 | 2370 | 4528 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93947 | 678580 | -316593 | -192231 | -581416 | -5548 |
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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) |
---|