Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770191.7653 | 685996.5769 | 84195.1884 | 4961882.9749 | 9399843.5768 | -4437960.6019 |
Total P&L (%) | 770.1918 | 685.9966 | 84.1952 | 4961.883 | 9399.8436 | -4437.9606 |
Avg Daily Profit (%) | 0.308 | 0.2743 | 0.0337 | 0.1571 | 0.1823 | 0 |
Buy And Hold Return (%) | 681.7947 | 681.7947 | 681.7947 | 681.7947 | 681.7947 | 681.7947 |
Max Trade Drawdown | -101270 | -47613 | -105718 | -6355125 | -2529858 | -7236917 |
Profit Factor | 2.0925 | 3.2102 | 1.2134 | 1.3295 | 2.8878 | 0.5597 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 54.5455 | 53.3333 | 55.7377 | 54.5455 | 53.3333 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.7437 | 2.8089 | 0.9635 | 1.1079 | 2.5268 | 0.4445 |
Largest Winning Trade | 153799 | 153799 | 50368 | 5089166 | 5089166 | 526926 |
Largest Losing Trade | -54711 | -32895 | -54711 | -3256940 | -1456887 | -3256940 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 4870 | 2558 | 2312 | 4870 | 2558 | 2312 |
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 | -111591 | -317799 | -476738 | 318426 | -155348 | -741714 |
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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) |
---|