Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1700911.5304 | 1565955.4806 | 134956.0498 | 13796995.3935 | 4398879.5081 | 9398115.8854 |
Total P&L (%) | 1700.9115 | 1565.9555 | 134.9561 | 13796.9954 | 4398.8795 | 9398.1159 |
Avg Daily Profit (%) | 0.7163 | 0.6595 | 0.0568 | 0.208 | 0.1604 | 0.192 |
Buy And Hold Return (%) | 511.3684 | 511.3684 | 511.3684 | 511.3684 | 511.3684 | 511.3684 |
Max Trade Drawdown | -107795 | -111363 | -73717 | -16148468 | -9057182 | -7514997 |
Profit Factor | 3.7606 | 5.7474 | 1.4714 | 1.2744 | 1.1651 | 1.3975 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.6782 | 40.9091 | 46.5116 | 43.6782 | 40.9091 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.8492 | 8.3018 | 1.6921 | 1.6433 | 1.683 | 1.6071 |
Largest Winning Trade | 1070723 | 1070723 | 58736 | 10590222 | 7343782 | 10590222 |
Largest Losing Trade | -34028 | -32017 | -34028 | -6910925 | -6910925 | -5175606 |
Avg Bars in Trades | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Winners | 79 | 66 | 91 | 79 | 66 | 91 |
Avg Bars in Losers | 32 | 26 | 39 | 32 | 26 | 39 |
Bars Traded | 4632 | 1902 | 2730 | 4632 | 1902 | 2730 |
Profit Streak | 17.7145 | 17.7145 | 21.2145 | 17.7145 | 17.7145 | 21.2145 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552826 | 516305 | -281314 | 287473 | -32976 | 324193 |
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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) |
---|