Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2806550.6617 | 2706984.5134 | 99566.1483 | 74024755.0669 | 73419210.5971 | 605544.4698 |
Total P&L (%) | 2806.5507 | 2706.9845 | 99.5661 | 74024.7551 | 73419.2106 | 605.5445 |
Avg Daily Profit (%) | 1.2345 | 1.1907 | 0.0438 | 0.2911 | 0.2907 | 0.086 |
Buy And Hold Return (%) | 9031.892 | 9031.892 | 9031.892 | 9031.892 | 9031.892 | 9031.892 |
Max Trade Drawdown | -82486 | -59808 | -55806 | -50123690 | -19351831 | -34985455 |
Profit Factor | 8.565 | 15.6343 | 1.5353 | 1.7508 | 2.682 | 1.011 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 44.9541 | 44.4444 | 45.4545 | 44.9541 | 44.4444 | 45.4545 |
Ratio Avg Win / Avg Loss | 10.4877 | 19.5429 | 1.8423 | 2.1438 | 3.3525 | 1.2132 |
Largest Winning Trade | 1888286 | 1888286 | 55297 | 61481113 | 61481113 | 17265088 |
Largest Losing Trade | -32346 | -26637 | -32346 | -31189471 | -16810254 | -31189471 |
Avg Bars in Trades | 39 | 38 | 39 | 39 | 38 | 39 |
Avg Bars in Winners | 64 | 66 | 61 | 64 | 66 | 61 |
Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
Bars Traded | 4281 | 2089 | 2192 | 4281 | 2089 | 2192 |
Profit Streak | 77.3778 | 236.8778 | 77.3778 | 77.3778 | 236.8778 | 77.3778 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144414 | -324605 | -478824 | 411379 | -166931 | -633204 |
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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) |
---|