Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480928.9165 | 297703.0287 | 183225.8878 | 1555413.4421 | 723469.5808 | 831943.8613 |
Total P&L (%) | 480.9289 | 297.703 | 183.2259 | 1555.4134 | 723.4696 | 831.9439 |
Avg Daily Profit (%) | 0.3837 | 0.2375 | 0.1462 | 0.2242 | 0.1683 | 0.1782 |
Buy And Hold Return (%) | 49.9679 | 49.9679 | 49.9679 | 49.9679 | 49.9679 | 49.9679 |
Max Trade Drawdown | -86423 | -34486 | -47215 | -568284 | -458721 | -573319 |
Profit Factor | 1.8609 | 2.2716 | 1.5646 | 1.7665 | 1.7272 | 1.8043 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 66.6667 | 66.0714 | 67.2727 | 66.6667 | 66.0714 | 67.2727 |
Ratio Avg Win / Avg Loss | 0.9304 | 1.1665 | 0.7611 | 0.8832 | 0.8869 | 0.8778 |
Largest Winning Trade | 36063 | 30133 | 36063 | 397988 | 203117 | 397988 |
Largest Losing Trade | -69439 | -31745 | -69439 | -417905 | -373846 | -417905 |
Avg Bars in Trades | 21 | 27 | 15 | 21 | 27 | 15 |
Avg Bars in Winners | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Losers | 27 | 41 | 13 | 27 | 41 | 13 |
Bars Traded | 2367 | 1514 | 853 | 2367 | 1514 | 853 |
Profit Streak | 64.5144 | 80.5144 | 64.5144 | 64.5144 | 80.5144 | 64.5144 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510260 | -165820 | -176962 | 469622 | -168017 | -168069 |
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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) |
---|