Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668414.9131 | 533407.3376 | 135007.5755 | 3945279.7129 | 4224719.1731 | -279439.4603 |
Total P&L (%) | 668.4149 | 533.4073 | 135.0076 | 3945.2797 | 4224.7192 | -279.4395 |
Avg Daily Profit (%) | 0.2793 | 0.2229 | 0.0564 | 0.1548 | 0.1576 | 0 |
Buy And Hold Return (%) | 106.8721 | 106.8721 | 106.8721 | 106.8721 | 106.8721 | 106.8721 |
Max Trade Drawdown | -73102 | -80133 | -100397 | -1715407 | -1273060 | -1431321 |
Profit Factor | 1.8125 | 2.4109 | 1.3036 | 1.3255 | 1.7339 | 0.9561 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 44.7514 | 44.4444 | 45.0549 | 44.7514 | 44.4444 | 45.0549 |
Ratio Avg Win / Avg Loss | 2.2376 | 3.0136 | 1.5898 | 1.6364 | 2.1673 | 1.166 |
Largest Winning Trade | 177666 | 177666 | 51903 | 2139296 | 2139296 | 598378 |
Largest Losing Trade | -32826 | -19465 | -32826 | -636514 | -464070 | -636514 |
Avg Bars in Trades | 78 | 72 | 83 | 78 | 72 | 83 |
Avg Bars in Winners | 121 | 118 | 124 | 121 | 118 | 124 |
Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
Bars Traded | 14122 | 6557 | 7565 | 14122 | 6557 | 7565 |
Profit Streak | 6.5702 | 37.5702 | 6.5702 | 6.5702 | 37.5702 | 6.5702 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422183 | 360019 | -201778 | 326592 | 341153 | -580656 |
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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) |
---|