Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032634.974 | 870284.1086 | 162350.8655 | 26241669.0488 | 25744596.3806 | 497072.6681 |
Total P&L (%) | 1032.635 | 870.2841 | 162.3509 | 26241.669 | 25744.5964 | 497.0727 |
Avg Daily Profit (%) | 0.4131 | 0.3481 | 0.0649 | 0.2232 | 0.2224 | 0.0715 |
Buy And Hold Return (%) | 725.6036 | 725.6036 | 725.6036 | 725.6036 | 725.6036 | 725.6036 |
Max Trade Drawdown | -73815 | -55286 | -51127 | -22381105 | -14219075 | -8300309 |
Profit Factor | 2.8258 | 3.8502 | 1.6239 | 1.6444 | 2.0964 | 1.0288 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 51.3514 | 50.9091 | 51.7857 | 51.3514 | 50.9091 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.6771 | 3.7127 | 1.5119 | 1.5579 | 2.0215 | 0.9579 |
Largest Winning Trade | 334523 | 334523 | 51184 | 19053602 | 19053602 | 4158606 |
Largest Losing Trade | -30983 | -30983 | -28212 | -10136554 | -10136554 | -8162030 |
Avg Bars in Trades | 87 | 89 | 86 | 87 | 89 | 86 |
Avg Bars in Winners | 120 | 121 | 119 | 120 | 121 | 119 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 9740 | 4907 | 4833 | 9740 | 4907 | 4833 |
Profit Streak | 74.1139 | 80.3639 | 74.1139 | 74.1139 | 80.3639 | 74.1139 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17445 | -266868 | -448189 | 460293 | -167163 | -632995 |
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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) |
---|