Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631579.2275 | 502777.0778 | 128802.1497 | 628669.7131 | 1001868.6587 | -373198.9456 |
Total P&L (%) | 631.5792 | 502.7771 | 128.8022 | 628.6697 | 1001.8687 | -373.1989 |
Avg Daily Profit (%) | 0.3253 | 0.2589 | 0.0663 | 0.1023 | 0.1237 | 0 |
Buy And Hold Return (%) | 15.296 | 15.296 | 15.296 | 15.296 | 15.296 | 15.296 |
Max Trade Drawdown | -149825 | -95388 | -209138 | -1547572 | -345100 | -1559758 |
Profit Factor | 1.5327 | 1.8981 | 1.2059 | 1.123 | 1.4612 | 0.873 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 120 | 50 | 70 | 120 | 50 | 70 |
Losing Trades | 115 | 68 | 47 | 115 | 68 | 47 |
Profitability (%) | 51.0638 | 42.3729 | 59.8291 | 51.0638 | 42.3729 | 59.8291 |
Ratio Avg Win / Avg Loss | 1.4689 | 2.5814 | 0.8096 | 1.0762 | 1.9873 | 0.5861 |
Largest Winning Trade | 110881 | 110881 | 53365 | 569088 | 569088 | 193896 |
Largest Losing Trade | -65911 | -20740 | -65911 | -931848 | -215408 | -931848 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 30 | 19 | 37 | 30 | 19 | 37 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 5715 | 2063 | 3652 | 5715 | 2063 | 3652 |
Profit Streak | 0 | 0 | 31.9132 | 0 | 0 | 31.9132 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441363 | 331780 | -104945 | -139497 | -28258 | -579206 |
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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) |
---|