Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1756539.4069 | 1561460.4497 | 195078.9572 | 70008961.136 | 44029908.1667 | 25979052.9693 |
Total P&L (%) | 1756.5394 | 1561.4605 | 195.079 | 70008.9611 | 44029.9082 | 25979.053 |
Avg Daily Profit (%) | 0.9639 | 0.8568 | 0.107 | 0.3602 | 0.3347 | 0.3058 |
Buy And Hold Return (%) | 792.5304 | 792.5304 | 792.5304 | 792.5304 | 792.5304 | 792.5304 |
Max Trade Drawdown | -85953 | -54906 | -54322 | -111998637 | -73412229 | -54871727 |
Profit Factor | 5.4602 | 8.5235 | 2.0472 | 1.2998 | 1.353 | 1.2388 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 39.1753 | 35.4167 | 42.8571 | 39.1753 | 35.4167 | 42.8571 |
Ratio Avg Win / Avg Loss | 8.4777 | 15.5429 | 2.7296 | 2.0181 | 2.4672 | 1.6518 |
Largest Winning Trade | 910492 | 910492 | 67324 | 57179327 | 51380039 | 57179327 |
Largest Losing Trade | -26615 | -19799 | -26615 | -25615323 | -25615323 | -21490428 |
Avg Bars in Trades | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Winners | 96 | 106 | 89 | 96 | 106 | 89 |
Avg Bars in Losers | 26 | 29 | 21 | 26 | 29 | 21 |
Bars Traded | 5213 | 2731 | 2482 | 5213 | 2731 | 2482 |
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 | 433549 | 326648 | -214642 | 239389 | 184514 | 254927 |
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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) |
---|