Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547261.8248 | 1633994.7551 | -86732.9304 | -109406.1577 | 991027.3953 | -1100433.553 |
Total P&L (%) | 1547.2618 | 1633.9948 | -86.7329 | -109.4062 | 991.0274 | -1100.4336 |
Avg Daily Profit (%) | 0.8626 | 0.9109 | -0.0484 | 0 | 0.1333 | 0 |
Buy And Hold Return (%) | 450.5656 | 450.5656 | 450.5656 | 450.5656 | 450.5656 | 450.5656 |
Max Trade Drawdown | -194559 | -153510 | -242869 | -1150732 | -605880 | -1427891 |
Profit Factor | 2.4977 | 4.2853 | 0.8381 | 0.9545 | 2.1638 | 0.2919 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 121 | 59 | 62 | 114 | 64 | 50 |
Losing Trades | 125 | 64 | 61 | 132 | 59 | 73 |
Profitability (%) | 49.187 | 47.9675 | 50.4065 | 46.3415 | 52.0325 | 40.6504 |
Ratio Avg Win / Avg Loss | 2.5803 | 4.6485 | 0.8246 | 1.1052 | 1.9948 | 0.4262 |
Largest Winning Trade | 1005755 | 1005755 | 58702 | 726373 | 726373 | 209207 |
Largest Losing Trade | -104456 | -34193 | -104456 | -773592 | -142428 | -773592 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 37 | 33 | 40 | 23 | 28 | 17 |
Avg Bars in Losers | 19 | 20 | 19 | 32 | 25 | 38 |
Bars Traded | 7001 | 3318 | 3683 | 7001 | 3318 | 3683 |
Profit Streak | 0 | 0 | 22.1516 | 11.9016 | 12.1516 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594162 | 620593 | -579165 | -578344 | -15146 | -584363 |
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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) |
---|