Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065604.1971 | 919464.7413 | 146139.4558 | 14344478.3052 | 13642460.2968 | 702018.0084 |
Total P&L (%) | 1065.6042 | 919.4647 | 146.1395 | 14344.4783 | 13642.4603 | 702.018 |
Avg Daily Profit (%) | 0.588 | 0.5074 | 0.0806 | 0.2748 | 0.272 | 0.1149 |
Buy And Hold Return (%) | 524.3249 | 524.3249 | 524.3249 | 524.3249 | 524.3249 | 524.3249 |
Max Trade Drawdown | -89145 | -66020 | -63535 | -22321156 | -18589176 | -13649087 |
Profit Factor | 1.8814 | 2.6274 | 1.2269 | 1.1084 | 1.2143 | 1.0102 |
Total Trades | 437 | 218 | 219 | 437 | 218 | 219 |
Winning Trades | 215 | 101 | 114 | 215 | 101 | 114 |
Losing Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Profitability (%) | 49.1991 | 46.3303 | 52.0548 | 49.1991 | 46.3303 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.9427 | 3.0436 | 1.1301 | 1.1445 | 1.4066 | 0.9305 |
Largest Winning Trade | 253822 | 253822 | 59445 | 15070184 | 15070184 | 7592700 |
Largest Losing Trade | -30542 | -21449 | -30542 | -6127495 | -3798402 | -6127495 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 64 | 58 | 69 | 64 | 58 | 69 |
Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
Bars Traded | 21493 | 10264 | 11229 | 21493 | 10264 | 11229 |
Profit Streak | 3.7063 | 3.7063 | 5.123 | 3.7063 | 3.7063 | 5.123 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382808 | 209192 | -249386 | -90209 | 247679 | -308370 |
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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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