Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106072.7377 | 965133.2731 | 140939.4646 | 13491524.8318 | 9566252.0757 | 3925272.7561 |
Total P&L (%) | 1106.0727 | 965.1333 | 140.9395 | 13491.5248 | 9566.2521 | 3925.2728 |
Avg Daily Profit (%) | 0.6055 | 0.5284 | 0.0772 | 0.2693 | 0.2506 | 0.2025 |
Buy And Hold Return (%) | 675.7117 | 675.7117 | 675.7117 | 675.7117 | 675.7117 | 675.7117 |
Max Trade Drawdown | -104509 | -106016 | -69478 | -2965670 | -3315469 | -1698918 |
Profit Factor | 1.8772 | 2.286 | 1.2762 | 1.4001 | 1.489 | 1.2772 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 181 | 81 | 100 | 181 | 81 | 100 |
Losing Trades | 208 | 114 | 94 | 208 | 114 | 94 |
Profitability (%) | 46.5296 | 41.5385 | 51.5464 | 46.5296 | 41.5385 | 51.5464 |
Ratio Avg Win / Avg Loss | 2.1572 | 3.2173 | 1.1996 | 1.6089 | 2.0957 | 1.2006 |
Largest Winning Trade | 281263 | 281263 | 32538 | 2679591 | 2679591 | 973285 |
Largest Losing Trade | -36779 | -36779 | -29353 | -886352 | -886352 | -867769 |
Avg Bars in Trades | 14 | 21 | 6 | 14 | 21 | 6 |
Avg Bars in Winners | 16 | 29 | 6 | 16 | 29 | 6 |
Avg Bars in Losers | 11 | 15 | 6 | 11 | 15 | 6 |
Bars Traded | 5448 | 4171 | 1277 | 5448 | 4171 | 1277 |
Profit Streak | 19.8822 | 54.5489 | 0 | 19.8822 | 54.5489 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261903 | -18468 | -254831 | 430345 | 348388 | 293331 |
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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) |
---|