Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604036.4488 | 332760.2378 | 271276.2109 | 5280416.4725 | 4296079.2779 | 984337.1946 |
Total P&L (%) | 604.0364 | 332.7602 | 271.2762 | 5280.4165 | 4296.0793 | 984.3372 |
Avg Daily Profit (%) | 0.3599 | 0.1982 | 0.1616 | 0.2377 | 0.2257 | 0.1421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53564 | -63208 | -45426 | -3700886 | -1224101 | -3241761 |
Profit Factor | 1.6785 | 1.7936 | 1.576 | 1.403 | 1.7467 | 1.1339 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 136 | 62 | 74 | 136 | 62 | 74 |
Losing Trades | 212 | 112 | 100 | 212 | 112 | 100 |
Profitability (%) | 39.0805 | 35.6322 | 42.5287 | 39.0805 | 35.6322 | 42.5287 |
Ratio Avg Win / Avg Loss | 2.6165 | 3.2401 | 2.1298 | 2.187 | 3.1553 | 1.5324 |
Largest Winning Trade | 88582 | 88582 | 54293 | 2320092 | 2320092 | 1726536 |
Largest Losing Trade | -23519 | -12971 | -23519 | -584886 | -581910 | -584886 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 6533 | 3293 | 3240 | 6533 | 3293 | 3240 |
Profit Streak | 9.7287 | 32.4787 | 0 | 9.7287 | 32.4787 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399578 | 253830 | 284505 | 313200 | 274001 | -77270 |
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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) |
---|