Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615613.7883 | 1462569.806 | 153043.9823 | 32871328.0107 | 21892044.692 | 10979283.3188 |
Total P&L (%) | 1615.6138 | 1462.5698 | 153.044 | 32871.328 | 21892.0447 | 10979.2833 |
Avg Daily Profit (%) | 0.8892 | 0.8049 | 0.0842 | 0.3196 | 0.2973 | 0.2594 |
Buy And Hold Return (%) | 649.8072 | 649.8072 | 649.8072 | 649.8072 | 649.8072 | 649.8072 |
Max Trade Drawdown | -73813 | -50185 | -41287 | -28789593 | -27188350 | -20808962 |
Profit Factor | 3.4343 | 5.6797 | 1.4358 | 1.2527 | 1.3396 | 1.1674 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 30.6011 | 28.5714 | 32.6087 | 30.6011 | 28.5714 | 32.6087 |
Ratio Avg Win / Avg Loss | 7.7885 | 14.1993 | 2.9674 | 2.841 | 3.3489 | 2.4126 |
Largest Winning Trade | 927328 | 927328 | 78307 | 24432907 | 24432907 | 12533260 |
Largest Losing Trade | -15637 | -15637 | -13587 | -7468241 | -4057708 | -7468241 |
Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Winners | 91 | 87 | 94 | 91 | 87 | 94 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7115 | 3302 | 3813 | 7115 | 3302 | 3813 |
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 | 344839 | 67011 | -251325 | 121700 | -4079 | -33804 |
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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) |
---|