Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493687.6717 | 468693.9904 | 24993.6813 | 204770.8569 | 171781.4647 | 32989.3922 |
Total P&L (%) | 493.6877 | 468.694 | 24.9937 | 204.7709 | 171.7815 | 32.9894 |
Avg Daily Profit (%) | 0.3497 | 0.332 | 0.0177 | 0.079 | 0.0708 | 0.0202 |
Buy And Hold Return (%) | 58.0129 | 58.0129 | 58.0129 | 58.0129 | 58.0129 | 58.0129 |
Max Trade Drawdown | -153969 | -123065 | -95305 | -682053 | -507614 | -249847 |
Profit Factor | 1.8385 | 2.4508 | 1.0941 | 1.1027 | 1.1374 | 1.0444 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.8313 | 57.1429 | 58.5366 | 57.8313 | 57.1429 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.3406 | 1.8381 | 0.775 | 0.8041 | 0.853 | 0.7398 |
Largest Winning Trade | 295487 | 295487 | 42282 | 406266 | 406266 | 113555 |
Largest Losing Trade | -50879 | -50879 | -34535 | -302273 | -302273 | -146764 |
Avg Bars in Trades | 97 | 124 | 69 | 97 | 124 | 69 |
Avg Bars in Winners | 86 | 113 | 60 | 86 | 113 | 60 |
Avg Bars in Losers | 111 | 138 | 83 | 111 | 138 | 83 |
Bars Traded | 8083 | 5214 | 2868 | 8083 | 5214 | 2868 |
Profit Streak | 480.856 | 480.856 | 519.5227 | 480.856 | 480.856 | 519.5227 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431137 | 539024 | -451982 | -198666 | -171041 | -503274 |
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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) |
---|