Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1854903.7247 | 1758949.1644 | 95954.5603 | 112375441.5801 | 92918961.2196 | 19456480.3605 |
Total P&L (%) | 1854.9037 | 1758.9492 | 95.9546 | 112375.4416 | 92918.9612 | 19456.4804 |
Avg Daily Profit (%) | 1.0147 | 0.9622 | 0.0525 | 0.3851 | 0.3746 | 0.289 |
Buy And Hold Return (%) | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 |
Max Trade Drawdown | -206825 | -139589 | -254856 | -28939394 | -21597264 | -27562808 |
Profit Factor | 2.3773 | 3.8323 | 1.1322 | 1.8637 | 2.661 | 1.2623 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 210 | 108 | 102 | 210 | 108 | 102 |
Profitability (%) | 36.1702 | 34.5455 | 37.8049 | 36.1702 | 34.5455 | 37.8049 |
Ratio Avg Win / Avg Loss | 4.1953 | 7.2612 | 1.8627 | 3.2888 | 5.0418 | 2.0767 |
Largest Winning Trade | 689481 | 689481 | 68509 | 32821539 | 32821539 | 24305290 |
Largest Losing Trade | -37474 | -22568 | -37474 | -11730724 | -7291884 | -11730724 |
Avg Bars in Trades | 65 | 61 | 70 | 65 | 61 | 70 |
Avg Bars in Winners | 129 | 130 | 128 | 129 | 130 | 128 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 21656 | 10166 | 11490 | 21656 | 10166 | 11490 |
Profit Streak | 0 | 0 | 300.9925 | 0 | 0 | 300.9925 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151554 | -151233 | -366417 | 341951 | 320572 | 88384 |
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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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