Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255581.6485 | 1074139.5113 | 181442.1372 | 34223605.6521 | 25651851.36 | 8571754.2921 |
Total P&L (%) | 1255.5816 | 1074.1395 | 181.4421 | 34223.6057 | 25651.8514 | 8571.7543 |
Avg Daily Profit (%) | 0.5016 | 0.4291 | 0.0725 | 0.2335 | 0.222 | 0.1785 |
Buy And Hold Return (%) | 407.7106 | 407.7106 | 407.7106 | 407.7106 | 407.7106 | 407.7106 |
Max Trade Drawdown | -98845 | -66721 | -74520 | -25226704 | -21720861 | -21100822 |
Profit Factor | 2.4124 | 3.4013 | 1.4108 | 1.1854 | 1.2587 | 1.1003 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 46.5753 | 44.9541 | 48.1818 | 46.5753 | 44.9541 | 48.1818 |
Ratio Avg Win / Avg Loss | 2.7672 | 4.1649 | 1.5173 | 1.3597 | 1.5412 | 1.1834 |
Largest Winning Trade | 325408 | 325408 | 60168 | 28919679 | 28919679 | 12686134 |
Largest Losing Trade | -31071 | -26546 | -31071 | -10879469 | -10879469 | -8575840 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 31 | 38 | 25 | 31 | 38 | 25 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 4929 | 2821 | 2108 | 4929 | 2821 | 2108 |
Profit Streak | 30.2061 | 30.2061 | 38.2061 | 30.2061 | 30.2061 | 38.2061 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494226 | 419627 | -259760 | -6727 | 279356 | -102023 |
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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) |
---|