Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480788.2348 | 1390890.1976 | 89898.0372 | 60293197.7608 | 45236354.2708 | 15056843.49 |
Total P&L (%) | 1480.7882 | 1390.8902 | 89.898 | 60293.1978 | 45236.3543 | 15056.8435 |
Avg Daily Profit (%) | 0.711 | 0.6678 | 0.0432 | 0.3079 | 0.2941 | 0.2414 |
Buy And Hold Return (%) | 9270.6596 | 9270.6596 | 9270.6596 | 9270.6596 | 9270.6596 | 9270.6596 |
Max Trade Drawdown | -103388 | -80231 | -127331 | -31925844 | -27268802 | -21212238 |
Profit Factor | 2.0131 | 2.9851 | 1.1181 | 1.2665 | 1.3642 | 1.1476 |
Total Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Winning Trades | 213 | 104 | 109 | 213 | 104 | 109 |
Losing Trades | 246 | 125 | 121 | 246 | 125 | 121 |
Profitability (%) | 46.4052 | 45.4148 | 47.3913 | 46.4052 | 45.4148 | 47.3913 |
Ratio Avg Win / Avg Loss | 2.325 | 3.5879 | 1.2412 | 1.4627 | 1.6397 | 1.2739 |
Largest Winning Trade | 501363 | 501363 | 34448 | 24510078 | 24510078 | 9047804 |
Largest Losing Trade | -64510 | -17495 | -64510 | -11229514 | -11229514 | -10767020 |
Avg Bars in Trades | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Winners | 69 | 70 | 69 | 69 | 70 | 69 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 24854 | 12482 | 12372 | 24854 | 12482 | 12372 |
Profit Streak | 17.8882 | 18.9715 | 17.8882 | 17.8882 | 18.9715 | 17.8882 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147480 | -148620 | -391413 | 380725 | 302715 | -59023 |
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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) |
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