Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045071.4183 | 1019688.5345 | 25382.8839 | 741546.1534 | -128469.3332 | 870015.4867 |
Total P&L (%) | 1045.0714 | 1019.6885 | 25.3829 | 741.5462 | -128.4693 | 870.0155 |
Avg Daily Profit (%) | 0.5599 | 0.5463 | 0.0136 | 0.1142 | 0 | 0.1218 |
Buy And Hold Return (%) | 419.1899 | 419.1899 | 419.1899 | 419.1899 | 419.1899 | 419.1899 |
Max Trade Drawdown | -104818 | -115770 | -109717 | -2234877 | -2530069 | -811373 |
Profit Factor | 1.9062 | 2.5979 | 1.0493 | 1.0584 | 0.984 | 1.1869 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 43.295 | 39.6947 | 46.9231 | 43.295 | 39.6947 | 46.9231 |
Ratio Avg Win / Avg Loss | 2.4966 | 3.9467 | 1.1869 | 1.3862 | 1.495 | 1.3425 |
Largest Winning Trade | 608796 | 608796 | 46961 | 1734465 | 1734465 | 491255 |
Largest Losing Trade | -35873 | -30668 | -35873 | -686256 | -686256 | -398657 |
Avg Bars in Trades | 84 | 84 | 85 | 84 | 84 | 85 |
Avg Bars in Winners | 112 | 114 | 110 | 112 | 114 | 110 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 22146 | 11021 | 11125 | 22146 | 11021 | 11125 |
Profit Streak | 16.5777 | 25.8277 | 0 | 16.5777 | 25.8277 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376647 | 297852 | -508186 | -205560 | -582783 | -52742 |
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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) |
---|