Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783297.6949 | 670451.4802 | 112846.2148 | 10667800.9107 | 11134879.4503 | -467078.5397 |
Total P&L (%) | 783.2977 | 670.4515 | 112.8462 | 10667.8009 | 11134.8795 | -467.0785 |
Avg Daily Profit (%) | 0.4316 | 0.3694 | 0.0622 | 0.2582 | 0.2605 | 0 |
Buy And Hold Return (%) | 595.6522 | 595.6522 | 595.6522 | 595.6522 | 595.6522 | 595.6522 |
Max Trade Drawdown | -102095 | -52487 | -127867 | -13119399 | -5752352 | -9052615 |
Profit Factor | 1.8342 | 2.5723 | 1.2202 | 1.2668 | 1.67 | 0.98 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Losing Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Profitability (%) | 56.1947 | 60.177 | 52.2124 | 56.1947 | 60.177 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.4298 | 1.7022 | 1.1168 | 0.9875 | 1.1051 | 0.897 |
Largest Winning Trade | 124477 | 124477 | 76377 | 3343366 | 2102140 | 3343366 |
Largest Losing Trade | -33099 | -30933 | -33099 | -4471317 | -2126700 | -4471317 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 7135 | 3197 | 3938 | 7135 | 3197 | 3938 |
Profit Streak | 2.8815 | 10.8815 | 0 | 2.8815 | 10.8815 | 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 | -54656 | -110332 | -276044 | 269113 | 453397 | -580744 |
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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) |
---|