Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1827343.8666 | 1673859.5362 | 153484.3304 | 5549566.7697 | -3334384.2509 | 8883951.0206 |
Total P&L (%) | 1827.3439 | 1673.8595 | 153.4843 | 5549.5668 | -3334.3843 | 8883.951 |
Avg Daily Profit (%) | 0.9866 | 0.9037 | 0.0829 | 0.218 | 0 | 0.2431 |
Buy And Hold Return (%) | 81.0895 | 81.0895 | 81.0895 | 81.0895 | 81.0895 | 81.0895 |
Max Trade Drawdown | -106436 | -87186 | -51546 | -12453708 | -10540930 | -5643497 |
Profit Factor | 4.9306 | 7.6027 | 1.7261 | 1.1384 | 0.8524 | 1.5073 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 28.972 | 24.0741 | 33.9623 | 28.972 | 24.0741 | 33.9623 |
Ratio Avg Win / Avg Loss | 12.0879 | 23.9778 | 3.3563 | 2.7909 | 2.6882 | 2.9309 |
Largest Winning Trade | 1384174 | 1384174 | 64181 | 6243937 | 6243937 | 4124910 |
Largest Losing Trade | -28233 | -20364 | -28233 | -4385826 | -2568942 | -4385826 |
Avg Bars in Trades | 65 | 54 | 76 | 65 | 54 | 76 |
Avg Bars in Winners | 178 | 173 | 181 | 178 | 173 | 181 |
Avg Bars in Losers | 19 | 17 | 23 | 19 | 17 | 23 |
Bars Traded | 7028 | 2950 | 4077 | 7028 | 2950 | 4077 |
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 | 325719 | -192444 | -273223 | -70998 | -792229 | -175701 |
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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) |
---|