Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1756676.3604 | 1613082.5702 | 143593.7902 | 198712455.1298 | 157021806.8614 | 41690648.2683 |
Total P&L (%) | 1756.6764 | 1613.0826 | 143.5938 | 198712.4551 | 157021.8069 | 41690.6483 |
Avg Daily Profit (%) | 0.7765 | 0.713 | 0.0635 | 0.3363 | 0.3258 | 0.2671 |
Buy And Hold Return (%) | 10098.512 | 10098.512 | 10098.512 | 10098.512 | 10098.512 | 10098.512 |
Max Trade Drawdown | -120438 | -113857 | -27485 | -189983019 | -180667256 | -68082429 |
Profit Factor | 5.9443 | 7.3297 | 2.4295 | 1.387 | 1.4112 | 1.3169 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 63.0769 | 62.5 | 63.6364 | 63.0769 | 62.5 | 63.6364 |
Ratio Avg Win / Avg Loss | 3.4796 | 4.3978 | 1.3883 | 0.8119 | 0.8467 | 0.7525 |
Largest Winning Trade | 640506 | 640506 | 38844 | 109957050 | 109957050 | 54183289 |
Largest Losing Trade | -78772 | -78772 | -18367 | -104164007 | -104164007 | -27777573 |
Avg Bars in Trades | 185 | 362 | 14 | 185 | 362 | 14 |
Avg Bars in Winners | 107 | 204 | 15 | 107 | 204 | 15 |
Avg Bars in Losers | 319 | 626 | 12 | 319 | 626 | 12 |
Bars Traded | 12080 | 11598 | 482 | 12080 | 11598 | 482 |
Profit Streak | 118.8178 | 120.3178 | 118.8178 | 118.8178 | 120.3178 | 118.8178 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277671 | -142674 | -267851 | -125194 | 373073 | 273913 |
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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) |
---|