Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523610.4294 | 1396491.8412 | 127118.5882 | 11304791.7978 | 7832027.3195 | 3472764.4782 |
Total P&L (%) | 1523.6104 | 1396.4918 | 127.1186 | 11304.7918 | 7832.0273 | 3472.7645 |
Avg Daily Profit (%) | 0.84 | 0.7699 | 0.0701 | 0.2615 | 0.2414 | 0.1974 |
Buy And Hold Return (%) | 584.6928 | 584.6928 | 584.6928 | 584.6928 | 584.6928 | 584.6928 |
Max Trade Drawdown | -114048 | -110563 | -38027 | -9937139 | -9405205 | -5686640 |
Profit Factor | 4.9389 | 7.3492 | 1.7618 | 1.295 | 1.3555 | 1.2132 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 33.3333 | 30 | 36.6197 | 33.3333 | 30 | 36.6197 |
Ratio Avg Win / Avg Loss | 9.8778 | 17.148 | 3.0493 | 2.5901 | 3.1629 | 2.0998 |
Largest Winning Trade | 767429 | 767429 | 64787 | 10582789 | 10582789 | 5520357 |
Largest Losing Trade | -24282 | -24282 | -19024 | -3226178 | -3052504 | -3226178 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 101 | 108 | 96 | 101 | 108 | 96 |
Avg Bars in Losers | 22 | 17 | 27 | 22 | 17 | 27 |
Bars Traded | 6864 | 3114 | 3750 | 6864 | 3114 | 3750 |
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 | 409721 | -85097 | -353957 | 130309 | -92309 | -84188 |
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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) |
---|