Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744592.7924 | 552513.377 | 192079.4154 | 3203383.3692 | 3756948.1835 | -553564.8142 |
Total P&L (%) | 744.5928 | 552.5134 | 192.0794 | 3203.3834 | 3756.9482 | -553.5648 |
Avg Daily Profit (%) | 0.3768 | 0.2796 | 0.0972 | 0.1772 | 0.185 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92107 | -104118 | -119193 | -3880208 | -4043471 | -3893276 |
Profit Factor | 1.6601 | 2.023 | 1.3267 | 1.1202 | 1.2811 | 0.9583 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Profitability (%) | 53.268 | 52.9412 | 53.5948 | 53.268 | 52.9412 | 53.5948 |
Ratio Avg Win / Avg Loss | 1.4564 | 1.7982 | 1.1488 | 0.9828 | 1.1388 | 0.8298 |
Largest Winning Trade | 116993 | 116993 | 70986 | 2280219 | 2280219 | 974176 |
Largest Losing Trade | -67584 | -41069 | -67584 | -2491565 | -2122999 | -2491565 |
Avg Bars in Trades | 38 | 26 | 50 | 38 | 26 | 50 |
Avg Bars in Winners | 44 | 25 | 63 | 44 | 25 | 63 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 11665 | 4001 | 7664 | 11665 | 4001 | 7664 |
Profit Streak | 0 | 0 | 547.2448 | 0 | 0 | 547.2448 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489821 | 484848 | -60904 | -80089 | 316199 | -578731 |
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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) |
---|