Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2058823.3525 | 2005960.8298 | 52862.5227 | 687455.002 | 1027334.1177 | -339879.1157 |
Total P&L (%) | 2058.8234 | 2005.9608 | 52.8625 | 687.455 | 1027.3341 | -339.8791 |
Avg Daily Profit (%) | 0.8901 | 0.8673 | 0.0229 | 0.0893 | 0.1048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113351 | -117108 | -78560 | -3532447 | -2428938 | -1991952 |
Profit Factor | 3.7745 | 6.5743 | 1.1383 | 1.0764 | 1.2336 | 0.9261 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 46.9027 | 47.3684 | 46.4286 | 46.9027 | 47.3684 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.273 | 7.3048 | 1.3134 | 1.2186 | 1.3706 | 1.0686 |
Largest Winning Trade | 1886084 | 1886084 | 78275 | 2284035 | 2284035 | 1021785 |
Largest Losing Trade | -56860 | -35258 | -56860 | -1329582 | -731537 | -1329582 |
Avg Bars in Trades | 37 | 32 | 43 | 37 | 32 | 43 |
Avg Bars in Winners | 56 | 46 | 67 | 56 | 46 | 67 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 4267 | 1843 | 2424 | 4267 | 1843 | 2424 |
Profit Streak | 0 | 0 | 14.6522 | 0 | 0 | 14.6522 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 692498 | -159326 | -412718 | -210754 | -234075 | -759965 |
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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) |
---|