Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1653735.913 | 1497185.2961 | 156550.6169 | 29805748.7235 | 20851379.0128 | 8954369.7106 |
Total P&L (%) | 1653.7359 | 1497.1853 | 156.5506 | 29805.7487 | 20851.379 | 8954.3697 |
Avg Daily Profit (%) | 0.8999 | 0.8147 | 0.0852 | 0.3107 | 0.2913 | 0.2455 |
Buy And Hold Return (%) | 649.4407 | 649.4407 | 649.4407 | 649.4407 | 649.4407 | 649.4407 |
Max Trade Drawdown | -82005 | -47643 | -57739 | -18076428 | -17860951 | -11932223 |
Profit Factor | 3.351 | 5.4966 | 1.4226 | 1.323 | 1.4409 | 1.199 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Profitability (%) | 29.8643 | 29.7297 | 30 | 29.8643 | 29.7297 | 30 |
Ratio Avg Win / Avg Loss | 7.8698 | 12.9919 | 3.3194 | 3.1069 | 3.4058 | 2.7976 |
Largest Winning Trade | 889556 | 889556 | 70283 | 16642375 | 16642375 | 9699084 |
Largest Losing Trade | -26916 | -13754 | -26916 | -3519328 | -3519328 | -3126683 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5429 | 2580 | 2849 | 5429 | 2580 | 2849 |
Profit Streak | 30.8794 | 35.2127 | 0 | 30.8794 | 35.2127 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350797 | 290772 | -250814 | 141035 | 88790 | 4847 |
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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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