Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665733.0826 | 520393.9396 | 145339.143 | 5411570.9075 | 4167036.2331 | 1244534.6744 |
Total P&L (%) | 665.7331 | 520.3939 | 145.3391 | 5411.5709 | 4167.0362 | 1244.5347 |
Avg Daily Profit (%) | 0.3123 | 0.2441 | 0.0682 | 0.1882 | 0.1762 | 0.122 |
Buy And Hold Return (%) | 164.539 | 164.539 | 164.539 | 164.539 | 164.539 | 164.539 |
Max Trade Drawdown | -118844 | -80936 | -74977 | -3941764 | -2123613 | -3492264 |
Profit Factor | 1.6172 | 1.9489 | 1.2741 | 1.2318 | 1.366 | 1.1041 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Losing Trades | 255 | 132 | 123 | 255 | 132 | 123 |
Profitability (%) | 39.8585 | 37.7358 | 41.9811 | 39.8585 | 37.7358 | 41.9811 |
Ratio Avg Win / Avg Loss | 2.4401 | 3.2157 | 1.7608 | 1.8587 | 2.2539 | 1.5259 |
Largest Winning Trade | 146199 | 146199 | 44241 | 2749580 | 2749580 | 1385446 |
Largest Losing Trade | -22586 | -22586 | -13849 | -1063227 | -1063227 | -631545 |
Avg Bars in Trades | 14 | 19 | 10 | 14 | 19 | 10 |
Avg Bars in Winners | 22 | 32 | 14 | 22 | 32 | 14 |
Avg Bars in Losers | 9 | 11 | 8 | 9 | 11 | 8 |
Bars Traded | 6352 | 4065 | 2287 | 6352 | 4065 | 2287 |
Profit Streak | 8.6612 | 0 | 17.6612 | 8.6612 | 0 | 17.6612 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327514 | 187642 | -268373 | 285692 | 197823 | -136398 |
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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) |
---|