Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463488.1563 | 1323878.6017 | 139609.5546 | 178858677.839 | 146756467.3165 | 32102210.5225 |
Total P&L (%) | 1463.4882 | 1323.8786 | 139.6096 | 178858.6778 | 146756.4673 | 32102.2105 |
Avg Daily Profit (%) | 0.645 | 0.5835 | 0.0615 | 0.3306 | 0.3219 | 0.2548 |
Buy And Hold Return (%) | 9985.9904 | 9985.9904 | 9985.9904 | 9985.9904 | 9985.9904 | 9985.9904 |
Max Trade Drawdown | -113932 | -89783 | -132288 | -117671299 | -92100800 | -72087779 |
Profit Factor | 2.031 | 2.9089 | 1.1923 | 1.2845 | 1.4126 | 1.1176 |
Total Trades | 529 | 265 | 264 | 529 | 265 | 264 |
Winning Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Losing Trades | 306 | 154 | 152 | 306 | 154 | 152 |
Profitability (%) | 42.155 | 41.8868 | 42.4242 | 42.155 | 41.8868 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.787 | 4.0357 | 1.6182 | 1.7626 | 1.9598 | 1.5167 |
Largest Winning Trade | 428005 | 428005 | 37695 | 82604313 | 82604313 | 27137585 |
Largest Losing Trade | -35500 | -16727 | -35500 | -30108167 | -30108167 | -26930420 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6658 | 3340 | 3318 | 6658 | 3340 | 3318 |
Profit Streak | 12.8183 | 15.8183 | 0 | 12.8183 | 15.8183 | 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 | -149474 | -150375 | -286240 | 390846 | 341834 | -86317 |
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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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