Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175537.2121 | 992677.5004 | 182859.7117 | 31732549.4235 | 24107167.8693 | 7625381.5541 |
Total P&L (%) | 1175.5372 | 992.6775 | 182.8597 | 31732.5494 | 24107.1679 | 7625.3816 |
Avg Daily Profit (%) | 0.646 | 0.5455 | 0.1005 | 0.3172 | 0.3021 | 0.2392 |
Buy And Hold Return (%) | 630.3947 | 630.3947 | 630.3947 | 630.3947 | 630.3947 | 630.3947 |
Max Trade Drawdown | -120151 | -112403 | -53847 | -29330914 | -20580249 | -14993498 |
Profit Factor | 2.7321 | 3.7512 | 1.5753 | 1.2927 | 1.3811 | 1.1689 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 50.3759 | 48.4848 | 52.2388 | 50.3759 | 48.4848 | 52.2388 |
Ratio Avg Win / Avg Loss | 2.6913 | 3.9856 | 1.4403 | 1.2734 | 1.4674 | 1.0687 |
Largest Winning Trade | 329969 | 329969 | 50547 | 15855386 | 15855386 | 9741976 |
Largest Losing Trade | -29637 | -29637 | -26319 | -13248399 | -13248399 | -9033420 |
Avg Bars in Trades | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Winners | 111 | 113 | 110 | 111 | 113 | 110 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 10641 | 5154 | 5487 | 10641 | 5154 | 5487 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348248 | -116623 | -339219 | 341283 | -115279 | -142710 |
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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) |
---|