Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269007.9443 | 1172918.2209 | 96089.7234 | 8569050.4656 | 8630082.6665 | -61032.2009 |
Total P&L (%) | 1269.0079 | 1172.9182 | 96.0897 | 8569.0505 | 8630.0827 | -61.0322 |
Avg Daily Profit (%) | 0.5711 | 0.5279 | 0.0432 | 0.201 | 0.2013 | -0.0424 |
Buy And Hold Return (%) | 527.733 | 527.733 | 527.733 | 527.733 | 527.733 | 527.733 |
Max Trade Drawdown | -96074 | -83185 | -134025 | -29166059 | -15672205 | -21256972 |
Profit Factor | 2.0615 | 3.0707 | 1.1527 | 1.0702 | 1.1545 | 0.9991 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 40.8088 | 38.9706 | 42.6471 | 40.8088 | 38.9706 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.9901 | 4.8088 | 1.5502 | 1.5522 | 1.808 | 1.3436 |
Largest Winning Trade | 511640 | 511640 | 54459 | 14886599 | 14886599 | 7943208 |
Largest Losing Trade | -59406 | -33555 | -59406 | -14644771 | -6182021 | -14644771 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 4375 | 1924 | 2451 | 4375 | 1924 | 2451 |
Profit Streak | 0 | 14.5171 | 0 | 0 | 14.5171 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326286 | 276742 | -355093 | -136067 | -45049 | -581886 |
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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) |
---|