Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2731134.8078 | 2612875.6532 | 118259.1546 | 1281924.0514 | 655108.4334 | 626815.618 |
Total P&L (%) | 2731.1348 | 2612.8757 | 118.2592 | 1281.9241 | 655.1084 | 626.8156 |
Avg Daily Profit (%) | 1.1798 | 1.1287 | 0.0511 | 0.1135 | 0.0874 | 0.0857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177912 | -106325 | -127728 | -11383891 | -7333926 | -5880144 |
Profit Factor | 3.3763 | 5.5971 | 1.2036 | 1.0356 | 1.0334 | 1.0382 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 107 | 45 | 62 | 107 | 45 | 62 |
Losing Trades | 137 | 77 | 60 | 137 | 77 | 60 |
Profitability (%) | 43.8525 | 36.8852 | 50.8197 | 43.8525 | 36.8852 | 50.8197 |
Ratio Avg Win / Avg Loss | 4.3229 | 9.5773 | 1.1647 | 1.3259 | 1.7682 | 1.0047 |
Largest Winning Trade | 2454409 | 2454409 | 82098 | 4462080 | 4462080 | 2409403 |
Largest Losing Trade | -43615 | -30930 | -43615 | -2181808 | -2181808 | -1601580 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 9123 | 4139 | 4984 | 9123 | 4139 | 4984 |
Profit Streak | 0 | 0 | 17.6696 | 0 | 0 | 17.6696 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678160 | 588733 | -124757 | -223570 | -263923 | -256185 |
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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) |
---|