Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029078.8535 | 884274.8657 | 144803.9879 | 19078647.8245 | 32087418.3954 | -13008770.5709 |
Total P&L (%) | 1029.0789 | 884.2749 | 144.804 | 19078.6478 | 32087.4184 | -13008.7706 |
Avg Daily Profit (%) | 0.4114 | 0.3535 | 0.0579 | 0.2104 | 0.2311 | 0 |
Buy And Hold Return (%) | 848.7046 | 848.7046 | 848.7046 | 848.7046 | 848.7046 | 848.7046 |
Max Trade Drawdown | -92687 | -69140 | -64753 | -28150117 | -11564413 | -18836151 |
Profit Factor | 2.8802 | 4.1728 | 1.5391 | 1.3561 | 2.348 | 0.5631 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 55.7692 | 53.8462 | 57.6923 | 55.7692 | 53.8462 | 57.6923 |
Ratio Avg Win / Avg Loss | 2.2843 | 3.5767 | 1.1286 | 1.0755 | 2.0126 | 0.4129 |
Largest Winning Trade | 376881 | 376881 | 47376 | 35574313 | 35574313 | 2457865 |
Largest Losing Trade | -35532 | -28676 | -35532 | -11263490 | -7587484 | -11263490 |
Avg Bars in Trades | 93 | 97 | 89 | 93 | 97 | 89 |
Avg Bars in Winners | 111 | 123 | 101 | 111 | 123 | 101 |
Avg Bars in Losers | 70 | 65 | 74 | 70 | 65 | 74 |
Bars Traded | 9727 | 5048 | 4679 | 9727 | 5048 | 4679 |
Profit Streak | 82.6618 | 98.4118 | 82.6618 | 82.6618 | 98.4118 | 82.6618 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81923 | -314798 | -458356 | 393962 | -165822 | -759278 |
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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) |
---|