Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1845474.9475 | 1687155.3347 | 158319.6127 | 20846317.0859 | 3404010.251 | 17442306.8349 |
Total P&L (%) | 1845.4749 | 1687.1553 | 158.3196 | 20846.3171 | 3404.0103 | 17442.3068 |
Avg Daily Profit (%) | 0.7772 | 0.7105 | 0.0667 | 0.2253 | 0.1499 | 0.2178 |
Buy And Hold Return (%) | 416.5863 | 416.5863 | 416.5863 | 416.5863 | 416.5863 | 416.5863 |
Max Trade Drawdown | -96506 | -97551 | -44679 | -11347431 | -9866230 | -4357433 |
Profit Factor | 5.8263 | 8.4879 | 2.008 | 1.5023 | 1.1205 | 2.3173 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.6586 | 12.7318 | 1.757 | 1.717 | 1.6807 | 2.0276 |
Largest Winning Trade | 1232914 | 1232914 | 58133 | 11844235 | 9792814 | 11844235 |
Largest Losing Trade | -44679 | -40913 | -44679 | -6352951 | -6352951 | -4099328 |
Avg Bars in Trades | 152 | 138 | 165 | 152 | 138 | 165 |
Avg Bars in Winners | 227 | 254 | 207 | 227 | 254 | 207 |
Avg Bars in Losers | 85 | 60 | 117 | 85 | 60 | 117 |
Bars Traded | 9121 | 4146 | 4975 | 9121 | 4146 | 4975 |
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 | -155264 | 533352 | -265483 | -164110 | -83378 | 467549 |
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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) |
---|