Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1585727.8111 | 1422660.8719 | 163066.9391 | 23331423.4109 | 15214043.6444 | 8117379.7665 |
Total P&L (%) | 1585.7278 | 1422.6609 | 163.0669 | 23331.4234 | 15214.0436 | 8117.3798 |
Avg Daily Profit (%) | 0.8709 | 0.7814 | 0.0896 | 0.3001 | 0.2767 | 0.2424 |
Buy And Hold Return (%) | 692.1629 | 692.1629 | 692.1629 | 692.1629 | 692.1629 | 692.1629 |
Max Trade Drawdown | -70376 | -74551 | -38111 | -26399801 | -14100438 | -14066195 |
Profit Factor | 5.6974 | 8.4156 | 2.119 | 1.3429 | 1.3931 | 1.2767 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 37.5 | 35 | 40 | 37.5 | 35 | 40 |
Ratio Avg Win / Avg Loss | 9.4957 | 15.629 | 3.1785 | 2.2382 | 2.5872 | 1.9151 |
Largest Winning Trade | 767429 | 767429 | 67329 | 23596746 | 23596746 | 12944112 |
Largest Losing Trade | -23919 | -23919 | -18186 | -9320351 | -9320351 | -6782037 |
Avg Bars in Trades | 57 | 51 | 62 | 57 | 51 | 62 |
Avg Bars in Winners | 108 | 108 | 109 | 108 | 108 | 109 |
Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
Bars Traded | 6858 | 3096 | 3762 | 6858 | 3096 | 3762 |
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 | 433518 | -160276 | -408487 | 209097 | -164834 | -163893 |
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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) |
---|