Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706338.1455 | 494463.4358 | 211874.7097 | 7327581.0952 | 7087754.9742 | 239826.121 |
Total P&L (%) | 706.3381 | 494.4634 | 211.8747 | 7327.5811 | 7087.755 | 239.8261 |
Avg Daily Profit (%) | 0.5002 | 0.3502 | 0.1501 | 0.3056 | 0.3032 | 0.0867 |
Buy And Hold Return (%) | 14.4272 | 14.4272 | 14.4272 | 14.4272 | 14.4272 | 14.4272 |
Max Trade Drawdown | -113389 | -74834 | -105667 | -9956514 | -6628323 | -7655736 |
Profit Factor | 1.2876 | 1.4231 | 1.1646 | 1.0796 | 1.1691 | 1.0048 |
Total Trades | 1094 | 547 | 547 | 1094 | 547 | 547 |
Winning Trades | 664 | 331 | 333 | 664 | 331 | 333 |
Losing Trades | 430 | 216 | 214 | 430 | 216 | 214 |
Profitability (%) | 60.6947 | 60.5119 | 60.8775 | 60.6947 | 60.5119 | 60.8775 |
Ratio Avg Win / Avg Loss | 0.8339 | 0.9287 | 0.7484 | 0.6991 | 0.7629 | 0.6457 |
Largest Winning Trade | 30899 | 30899 | 24467 | 1971195 | 1925200 | 1971195 |
Largest Losing Trade | -37116 | -35714 | -37116 | -3294887 | -2944647 | -3294887 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 3 | 3 | 4 | 3 | 3 | 4 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5625 | 2766 | 2859 | 5625 | 2766 | 2859 |
Profit Streak | 0 | 0 | 460.9288 | 0 | 0 | 460.9288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595107 | 432615 | -29328 | -118102 | -23336 | -289601 |
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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) |
---|