Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916221.3589 | 777318.6388 | 138902.7201 | 8408688.0607 | 4843639.6327 | 3565048.4281 |
Total P&L (%) | 916.2214 | 777.3186 | 138.9027 | 8408.6881 | 4843.6396 | 3565.0484 |
Avg Daily Profit (%) | 0.4926 | 0.4179 | 0.0747 | 0.2392 | 0.2099 | 0.1938 |
Buy And Hold Return (%) | 134.763 | 134.763 | 134.763 | 134.763 | 134.763 | 134.763 |
Max Trade Drawdown | -97439 | -61835 | -63937 | -13880816 | -7775325 | -9163863 |
Profit Factor | 2.4596 | 3.615 | 1.4203 | 1.2585 | 1.3178 | 1.2062 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 32.2835 | 34.375 | 30.1587 | 32.2835 | 34.375 | 30.1587 |
Ratio Avg Win / Avg Loss | 5.1591 | 6.9015 | 3.2891 | 2.6397 | 2.5158 | 2.7932 |
Largest Winning Trade | 293095 | 293095 | 75582 | 6175306 | 5917376 | 6175306 |
Largest Losing Trade | -32194 | -18585 | -32194 | -1824309 | -1660442 | -1824309 |
Avg Bars in Trades | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Winners | 99 | 90 | 110 | 99 | 90 | 110 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5426 | 2638 | 2788 | 5426 | 2638 | 2788 |
Profit Streak | 0 | 0 | 55.8563 | 0 | 0 | 55.8563 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307386 | -129676 | -401637 | 99389 | -136108 | -145506 |
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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) |
---|