Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877949.5851 | 804942.7291 | 73006.856 | 4442426.2198 | 4078791.818 | 363634.4018 |
Total P&L (%) | 877.9496 | 804.9427 | 73.0069 | 4442.4262 | 4078.7918 | 363.6344 |
Avg Daily Profit (%) | 0.4835 | 0.4433 | 0.0402 | 0.2104 | 0.2058 | 0.0845 |
Buy And Hold Return (%) | 544.0526 | 544.0526 | 544.0526 | 544.0526 | 544.0526 | 544.0526 |
Max Trade Drawdown | -104249 | -72170 | -96044 | -2270229 | -1138319 | -1861465 |
Profit Factor | 2.0708 | 3.4604 | 1.1482 | 1.3401 | 1.8101 | 1.0453 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 49.6933 | 48.1481 | 51.2195 | 49.6933 | 48.1481 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.0963 | 3.7266 | 1.0935 | 1.3567 | 1.9494 | 0.9955 |
Largest Winning Trade | 248997 | 248997 | 76905 | 1203907 | 1108049 | 1203907 |
Largest Losing Trade | -49681 | -20320 | -49681 | -1311140 | -526557 | -1311140 |
Avg Bars in Trades | 131 | 118 | 143 | 131 | 118 | 143 |
Avg Bars in Winners | 166 | 139 | 192 | 166 | 139 | 192 |
Avg Bars in Losers | 95 | 98 | 92 | 95 | 98 | 92 |
Bars Traded | 21356 | 9575 | 11780 | 21356 | 9575 | 11780 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 204067 | -12532 | -366831 | 330854 | -1157 | -422548 |
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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) |
---|