Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895116.5608 | 630544.4597 | 264572.1012 | 19541021.0023 | 10546199.8498 | 8994821.1525 |
Total P&L (%) | 895.1166 | 630.5445 | 264.5721 | 19541.021 | 10546.1999 | 8994.8212 |
Avg Daily Profit (%) | 0.453 | 0.3191 | 0.1339 | 0.2676 | 0.2365 | 0.2285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100826 | -109069 | -96096 | -12493082 | -5460643 | -12583156 |
Profit Factor | 1.835 | 2.1655 | 1.4982 | 1.3476 | 1.3806 | 1.3154 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 51.1811 | 50.3937 | 51.9685 | 51.1811 | 50.3937 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.7503 | 2.1317 | 1.3847 | 1.2854 | 1.359 | 1.2158 |
Largest Winning Trade | 143974 | 143974 | 74061 | 5321042 | 5321042 | 4373883 |
Largest Losing Trade | -33370 | -33370 | -26499 | -5523441 | -4924056 | -5523441 |
Avg Bars in Trades | 46 | 34 | 57 | 46 | 34 | 57 |
Avg Bars in Winners | 52 | 33 | 71 | 52 | 33 | 71 |
Avg Bars in Losers | 39 | 35 | 42 | 39 | 35 | 42 |
Bars Traded | 11692 | 4356 | 7336 | 11692 | 4356 | 7336 |
Profit Streak | 0 | 0 | 551.6354 | 0 | 0 | 551.6354 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545898 | 468334 | -11580 | 376987 | 315365 | 355182 |
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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) |
---|