Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091862.8219 | 913891.7095 | 177971.1124 | 43372430.0968 | 40312580.3592 | 3059849.7376 |
Total P&L (%) | 1091.8628 | 913.8917 | 177.9711 | 43372.4301 | 40312.5804 | 3059.8497 |
Avg Daily Profit (%) | 0.5242 | 0.4388 | 0.0855 | 0.2921 | 0.2886 | 0.1659 |
Buy And Hold Return (%) | 1097.8351 | 1097.8351 | 1097.8351 | 1097.8351 | 1097.8351 | 1097.8351 |
Max Trade Drawdown | -63783 | -65267 | -61683 | -12237566 | -7789685 | -5760030 |
Profit Factor | 2.7149 | 3.931 | 1.5478 | 1.9674 | 2.6529 | 1.1496 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 51.4706 | 50.9804 | 51.9608 | 51.4706 | 50.9804 | 51.9608 |
Ratio Avg Win / Avg Loss | 2.5598 | 3.7798 | 1.431 | 1.855 | 2.5509 | 1.0629 |
Largest Winning Trade | 336752 | 336752 | 46612 | 26093904 | 26093904 | 5779975 |
Largest Losing Trade | -50242 | -24754 | -50242 | -6239025 | -6239025 | -4964934 |
Avg Bars in Trades | 120 | 123 | 116 | 120 | 123 | 116 |
Avg Bars in Winners | 157 | 163 | 152 | 157 | 163 | 152 |
Avg Bars in Losers | 80 | 82 | 77 | 80 | 82 | 77 |
Bars Traded | 24500 | 12630 | 11870 | 24500 | 12630 | 11870 |
Profit Streak | 32.7404 | 32.7404 | 57.6571 | 32.7404 | 32.7404 | 57.6571 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147079 | -148302 | -241682 | 549790 | 512662 | -50097 |
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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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