Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412530.3712 | 1305807.7203 | 106722.6508 | 10079204.7718 | 8710376.4671 | 1368828.3047 |
Total P&L (%) | 1412.5304 | 1305.8077 | 106.7227 | 10079.2048 | 8710.3765 | 1368.8283 |
Avg Daily Profit (%) | 0.7707 | 0.7125 | 0.0582 | 0.2526 | 0.2447 | 0.1467 |
Buy And Hold Return (%) | 606.9293 | 606.9293 | 606.9293 | 606.9293 | 606.9293 | 606.9293 |
Max Trade Drawdown | -98373 | -72559 | -85523 | -7702070 | -6308782 | -5596687 |
Profit Factor | 2.9548 | 4.8859 | 1.2761 | 1.2932 | 1.5508 | 1.0738 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 40.4624 | 34.4828 | 46.5116 | 40.4624 | 34.4828 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.3478 | 9.2832 | 1.4675 | 1.9029 | 2.9465 | 1.2348 |
Largest Winning Trade | 714580 | 714580 | 74223 | 5721320 | 5721320 | 3629793 |
Largest Losing Trade | -31999 | -24753 | -31999 | -2241081 | -1953672 | -2241081 |
Avg Bars in Trades | 125 | 130 | 121 | 125 | 130 | 121 |
Avg Bars in Winners | 218 | 267 | 181 | 218 | 267 | 181 |
Avg Bars in Losers | 62 | 57 | 68 | 62 | 57 | 68 |
Bars Traded | 21740 | 11322 | 10417 | 21740 | 11322 | 10417 |
Profit Streak | 26.1032 | 30.1865 | 0 | 26.1032 | 30.1865 | 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 | 417272 | 303642 | -282685 | 265669 | 191923 | -143015 |
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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) |
---|