Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3275302.2873 | 3252786.8644 | 22515.4229 | 18590032.5325 | 13917803.6795 | 4672228.853 |
Total P&L (%) | 3275.3023 | 3252.7869 | 22.5154 | 18590.0325 | 13917.8037 | 4672.2289 |
Avg Daily Profit (%) | 1.7642 | 1.7521 | 0.0121 | 0.2821 | 0.2666 | 0.2084 |
Buy And Hold Return (%) | 7966.9991 | 7966.9991 | 7966.9991 | 7966.9991 | 7966.9991 | 7966.9991 |
Max Trade Drawdown | -149085 | -161068 | -47442 | -5118392 | -5903263 | -788529 |
Profit Factor | 8.4141 | 11.2377 | 1.1815 | 2.2541 | 2.1059 | 3.0876 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 61.2903 | 56.5217 | 65.9574 | 61.2903 | 56.5217 | 65.9574 |
Ratio Avg Win / Avg Loss | 5.3141 | 8.6444 | 0.6098 | 1.4236 | 1.6199 | 1.5936 |
Largest Winning Trade | 2422118 | 2422118 | 31090 | 4641925 | 4641925 | 900378 |
Largest Losing Trade | -58326 | -58326 | -35852 | -4410039 | -4410039 | -788529 |
Avg Bars in Trades | 112 | 197 | 29 | 112 | 197 | 29 |
Avg Bars in Winners | 113 | 222 | 22 | 113 | 222 | 22 |
Avg Bars in Losers | 111 | 165 | 44 | 111 | 165 | 44 |
Bars Traded | 10478 | 9088 | 1390 | 10478 | 9088 | 1390 |
Profit Streak | 141.6404 | 185.8071 | 141.6404 | 141.6404 | 185.8071 | 141.6404 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140026 | -140872 | -361130 | 377040 | 231107 | -147958 |
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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) |
---|