Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571039.6011 | 498399.1857 | 72640.4155 | 450707.0858 | 1563726.7926 | -1113019.7068 |
Total P&L (%) | 571.0396 | 498.3992 | 72.6404 | 450.7071 | 1563.7268 | -1113.0197 |
Avg Daily Profit (%) | 0.2985 | 0.2605 | 0.038 | 0.0892 | 0.1471 | 0 |
Buy And Hold Return (%) | 40.132 | 40.132 | 40.132 | 40.132 | 40.132 | 40.132 |
Max Trade Drawdown | -143217 | -109825 | -76354 | -1730586 | -414168 | -1730586 |
Profit Factor | 2.2512 | 3.6497 | 1.2707 | 1.128 | 2.6345 | 0.5661 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 42.1053 | 37.931 | 46.4286 | 42.1053 | 37.931 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.0954 | 5.9722 | 1.4662 | 1.551 | 4.3109 | 0.6532 |
Largest Winning Trade | 289408 | 289408 | 64274 | 1029988 | 1029988 | 369307 |
Largest Losing Trade | -76354 | -18911 | -76354 | -1730586 | -165408 | -1730586 |
Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
Avg Bars in Winners | 113 | 84 | 137 | 113 | 84 | 137 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 3506 | 1439 | 2067 | 3506 | 1439 | 2067 |
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 | -169405 | 367005 | -172871 | -335062 | 143943 | -603222 |
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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) |
---|