Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961237.3231 | 813625.1616 | 147612.1614 | 5216068.9545 | 4313125.9338 | 902943.0207 |
Total P&L (%) | 961.2373 | 813.6252 | 147.6122 | 5216.069 | 4313.1259 | 902.943 |
Avg Daily Profit (%) | 0.4166 | 0.3527 | 0.064 | 0.1724 | 0.1643 | 0.1 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173752 | -120591 | -157411 | -8911106 | -7933381 | -3553131 |
Profit Factor | 1.7115 | 2.1961 | 1.2201 | 1.1276 | 1.1908 | 1.0494 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 166 | 89 | 77 | 166 | 89 | 77 |
Losing Trades | 167 | 78 | 89 | 167 | 78 | 89 |
Profitability (%) | 49.8499 | 53.2934 | 46.3855 | 49.8499 | 53.2934 | 46.3855 |
Ratio Avg Win / Avg Loss | 1.7219 | 1.9246 | 1.4102 | 1.1344 | 1.0436 | 1.2129 |
Largest Winning Trade | 268556 | 268556 | 81502 | 5554219 | 5554219 | 1927767 |
Largest Losing Trade | -40921 | -35567 | -40921 | -2244193 | -2244193 | -1855932 |
Avg Bars in Trades | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Winners | 55 | 35 | 79 | 55 | 35 | 79 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 13329 | 5152 | 8176 | 13329 | 5152 | 8176 |
Profit Streak | 0 | 0 | 7.2749 | 0 | 0 | 7.2749 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533363 | 513619 | -108314 | -70728 | -2174 | -225702 |
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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) |
---|