Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015810.9265 | 843994.0957 | 171816.8308 | 26063281.5389 | 9079294.1483 | 16983987.3906 |
Total P&L (%) | 1015.8109 | 843.9941 | 171.8168 | 26063.2815 | 9079.2941 | 16983.9874 |
Avg Daily Profit (%) | 0.4505 | 0.3743 | 0.0762 | 0.2472 | 0.2006 | 0.2282 |
Buy And Hold Return (%) | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 |
Max Trade Drawdown | -162725 | -60609 | -187716 | -8222044 | -6940339 | -6596995 |
Profit Factor | 2.1097 | 3.0007 | 1.3481 | 1.6583 | 1.404 | 1.9923 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 51.8072 | 48.1928 | 55.4217 | 51.8072 | 48.1928 | 55.4217 |
Ratio Avg Win / Avg Loss | 1.9625 | 3.2257 | 1.0844 | 1.5426 | 1.5092 | 1.6025 |
Largest Winning Trade | 113687 | 113687 | 62443 | 8237022 | 8237022 | 5935310 |
Largest Losing Trade | -43402 | -32503 | -43402 | -3811840 | -3444319 | -3811840 |
Avg Bars in Trades | 78 | 58 | 99 | 78 | 58 | 99 |
Avg Bars in Winners | 99 | 61 | 132 | 99 | 61 | 132 |
Avg Bars in Losers | 56 | 55 | 58 | 56 | 55 | 58 |
Bars Traded | 13111 | 4848 | 8263 | 13111 | 4848 | 8263 |
Profit Streak | 51.9027 | 0 | 146.2361 | 51.9027 | 0 | 146.2361 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459512 | 384342 | -255274 | 476981 | 318191 | 482313 |
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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) |
---|