Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1601757.6458 | 1489848.8028 | 111908.843 | 85555887.2566 | 71902183.3987 | 13653703.8579 |
Total P&L (%) | 1601.7576 | 1489.8488 | 111.9088 | 85555.8873 | 71902.1834 | 13653.7039 |
Avg Daily Profit (%) | 0.7051 | 0.6558 | 0.0493 | 0.2977 | 0.29 | 0.217 |
Buy And Hold Return (%) | 7476.8598 | 7476.8598 | 7476.8598 | 7476.8598 | 7476.8598 | 7476.8598 |
Max Trade Drawdown | -183627 | -172475 | -57030 | -73437871 | -68693029 | -27932596 |
Profit Factor | 2.1564 | 2.845 | 1.1938 | 1.2494 | 1.3572 | 1.0963 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 237 | 109 | 128 | 237 | 109 | 128 |
Losing Trades | 281 | 150 | 131 | 281 | 150 | 131 |
Profitability (%) | 45.7529 | 42.0849 | 49.4208 | 45.7529 | 42.0849 | 49.4208 |
Ratio Avg Win / Avg Loss | 2.5568 | 3.9152 | 1.2217 | 1.4813 | 1.8677 | 1.122 |
Largest Winning Trade | 492404 | 492404 | 37810 | 53321771 | 53321771 | 16285613 |
Largest Losing Trade | -36907 | -35795 | -36907 | -23760870 | -23760870 | -9784792 |
Avg Bars in Trades | 17 | 24 | 9 | 17 | 24 | 9 |
Avg Bars in Winners | 19 | 29 | 11 | 19 | 29 | 11 |
Avg Bars in Losers | 15 | 21 | 8 | 15 | 21 | 8 |
Bars Traded | 8990 | 6425 | 2565 | 8990 | 6425 | 2565 |
Profit Streak | 17.3882 | 18.6382 | 0 | 17.3882 | 18.6382 | 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 | -147419 | -149852 | -299450 | 379748 | 320850 | -113610 |
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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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