Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1570385.0921 | 1485397.5694 | 84987.5227 | 5151920.3944 | 2521841.4623 | 2630078.932 |
Total P&L (%) | 1570.3851 | 1485.3976 | 84.9875 | 5151.9204 | 2521.8415 | 2630.0789 |
Avg Daily Profit (%) | 0.6958 | 0.6581 | 0.0377 | 0.1757 | 0.1448 | 0.1466 |
Buy And Hold Return (%) | 316.4038 | 316.4038 | 316.4038 | 316.4038 | 316.4038 | 316.4038 |
Max Trade Drawdown | -222589 | -77103 | -165119 | -4076630 | -3644599 | -1799211 |
Profit Factor | 3.3252 | 5.3683 | 1.2534 | 1.3053 | 1.2654 | 1.3567 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 34.7826 | 29.3103 | 40.3509 | 34.7826 | 29.3103 | 40.3509 |
Ratio Avg Win / Avg Loss | 6.2347 | 12.947 | 1.8529 | 2.4474 | 3.0518 | 2.0056 |
Largest Winning Trade | 895245 | 895245 | 63690 | 3450141 | 3450141 | 2582179 |
Largest Losing Trade | -39126 | -24001 | -39126 | -1085619 | -780831 | -1085619 |
Avg Bars in Trades | 55 | 44 | 67 | 55 | 44 | 67 |
Avg Bars in Winners | 120 | 100 | 135 | 120 | 100 | 135 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 6427 | 2578 | 3849 | 6427 | 2578 | 3849 |
Profit Streak | 0 | 0 | 43.6417 | 0 | 0 | 43.6417 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419556 | -172736 | -490721 | 124001 | -189448 | -178601 |
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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) |
---|