Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982640.2092 | 658966.043 | 323674.1662 | 72404168.1468 | 27759583.8654 | 44644584.2814 |
Total P&L (%) | 982.6402 | 658.966 | 323.6742 | 72404.1681 | 27759.5839 | 44644.5843 |
Avg Daily Profit (%) | 0.551 | 0.3695 | 0.1815 | 0.37 | 0.3162 | 0.3428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64586 | -49815 | -58590 | -28195450 | -19790570 | -13289794 |
Profit Factor | 2.3961 | 2.8998 | 1.9067 | 1.6859 | 1.473 | 1.9524 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 49.3976 | 49.3976 | 49.3976 | 49.3976 | 49.3976 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.4546 | 2.9705 | 1.9532 | 1.727 | 1.5089 | 2 |
Largest Winning Trade | 133800 | 133800 | 66989 | 17645156 | 13205869 | 17645156 |
Largest Losing Trade | -30743 | -21178 | -30743 | -11126750 | -11126750 | -6672032 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 91 | 93 | 89 | 91 | 93 | 89 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 10404 | 5374 | 5030 | 10404 | 5374 | 5030 |
Profit Streak | 89.352 | 116.5187 | 89.352 | 89.352 | 116.5187 | 89.352 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638204 | 570412 | 427617 | 533171 | 435763 | 495430 |
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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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