Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743894.7724 | 671200.4355 | 72694.3369 | 1836788.6545 | 5345665.1138 | -3508876.4593 |
Total P&L (%) | 743.8948 | 671.2004 | 72.6943 | 1836.7887 | 5345.6651 | -3508.8765 |
Avg Daily Profit (%) | 0.321 | 0.2896 | 0.0314 | 0.128 | 0.1726 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162254 | -123547 | -161821 | -7245737 | -3647222 | -4992134 |
Profit Factor | 1.9643 | 2.7933 | 1.183 | 1.0966 | 1.5783 | 0.6406 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 49.6241 | 49.2537 | 50 | 49.6241 | 49.2537 | 50 |
Ratio Avg Win / Avg Loss | 1.994 | 2.878 | 1.183 | 1.1132 | 1.6261 | 0.6406 |
Largest Winning Trade | 164319 | 164319 | 83510 | 4663206 | 4663206 | 908251 |
Largest Losing Trade | -35771 | -33921 | -35771 | -2593951 | -2593951 | -1745542 |
Avg Bars in Trades | 64 | 44 | 83 | 64 | 44 | 83 |
Avg Bars in Winners | 94 | 59 | 129 | 94 | 59 | 129 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 8537 | 3003 | 5534 | 8537 | 3003 | 5534 |
Profit Streak | 17.92 | 17.92 | 19.17 | 17.92 | 17.92 | 19.17 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506727 | -102270 | -293807 | -134733 | -105705 | -704399 |
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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) |
---|