Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997336.7679 | 897976.1351 | 99360.6328 | 4269096.4498 | 3065209.5252 | 1203886.9246 |
Total P&L (%) | 997.3368 | 897.9761 | 99.3606 | 4269.0965 | 3065.2095 | 1203.8869 |
Avg Daily Profit (%) | 0.5466 | 0.4921 | 0.0545 | 0.2072 | 0.1895 | 0.1408 |
Buy And Hold Return (%) | 706.0965 | 706.0965 | 706.0965 | 706.0965 | 706.0965 | 706.0965 |
Max Trade Drawdown | -148163 | -133543 | -123622 | -2626678 | -1319169 | -1986729 |
Profit Factor | 1.6218 | 1.9818 | 1.1441 | 1.2273 | 1.3 | 1.1406 |
Total Trades | 552 | 276 | 276 | 552 | 276 | 276 |
Winning Trades | 247 | 109 | 138 | 247 | 109 | 138 |
Losing Trades | 305 | 167 | 138 | 305 | 167 | 138 |
Profitability (%) | 44.7464 | 39.4928 | 50 | 44.7464 | 39.4928 | 50 |
Ratio Avg Win / Avg Loss | 2.0026 | 3.0364 | 1.1441 | 1.5155 | 1.9918 | 1.1406 |
Largest Winning Trade | 253017 | 253017 | 25169 | 1547348 | 1547348 | 768055 |
Largest Losing Trade | -43733 | -43733 | -17676 | -650581 | -650581 | -650518 |
Avg Bars in Trades | 13 | 19 | 6 | 13 | 19 | 6 |
Avg Bars in Winners | 16 | 27 | 7 | 16 | 27 | 7 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 7190 | 5315 | 1875 | 7190 | 5315 | 1875 |
Profit Streak | 22.7146 | 0 | 24.4646 | 22.7146 | 0 | 24.4646 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21718 | -69854 | -346264 | 355700 | 154943 | -77625 |
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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) |
---|