Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871146.6965 | 662880.4784 | 208266.2182 | 8436342.7822 | 5550719.7372 | 2885623.045 |
Total P&L (%) | 871.1467 | 662.8805 | 208.2662 | 8436.3428 | 5550.7197 | 2885.623 |
Avg Daily Profit (%) | 0.3656 | 0.2782 | 0.0874 | 0.1868 | 0.1695 | 0.1427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90273 | -51677 | -151341 | -7287526 | -4395479 | -9107566 |
Profit Factor | 2.1236 | 3.4695 | 1.4109 | 1.2474 | 1.4613 | 1.1307 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Losing Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Profitability (%) | 53.4884 | 61.5385 | 45.3125 | 53.4884 | 61.5385 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.8466 | 2.1684 | 1.7028 | 1.0847 | 0.9133 | 1.3647 |
Largest Winning Trade | 118966 | 118966 | 80504 | 3662664 | 1822133 | 3662664 |
Largest Losing Trade | -53691 | -41515 | -53691 | -3706322 | -2120720 | -3706322 |
Avg Bars in Trades | 71 | 43 | 100 | 71 | 43 | 100 |
Avg Bars in Winners | 77 | 33 | 139 | 77 | 33 | 139 |
Avg Bars in Losers | 64 | 59 | 67 | 64 | 59 | 67 |
Bars Traded | 9212 | 2808 | 6404 | 9212 | 2808 | 6404 |
Profit Streak | 32.966 | 59.216 | 32.966 | 32.966 | 59.216 | 32.966 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566519 | -113864 | -215120 | 357538 | -122027 | -219642 |
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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) |
---|