Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033102.3785 | 820980.2562 | 212122.1223 | 62519399.6659 | 50068990.9312 | 12450408.7347 |
Total P&L (%) | 1033.1024 | 820.9803 | 212.1221 | 62519.3997 | 50068.9909 | 12450.4087 |
Avg Daily Profit (%) | 0.4132 | 0.3284 | 0.0848 | 0.2579 | 0.249 | 0.1935 |
Buy And Hold Return (%) | 692.5226 | 692.5226 | 692.5226 | 692.5226 | 692.5226 | 692.5226 |
Max Trade Drawdown | -60348 | -48740 | -55032 | -7628134 | -2836350 | -7279347 |
Profit Factor | 4.8951 | 7.7559 | 2.476 | 5.3246 | 10.4774 | 2.3572 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 63.2353 | 58.8235 | 67.6471 | 63.2353 | 58.8235 | 67.6471 |
Ratio Avg Win / Avg Loss | 2.846 | 5.4292 | 1.1842 | 3.0957 | 7.3342 | 1.1274 |
Largest Winning Trade | 340915 | 340915 | 42357 | 22472776 | 22472776 | 5470862 |
Largest Losing Trade | -55032 | -31664 | -55032 | -7279347 | -1992420 | -7279347 |
Avg Bars in Trades | 142 | 167 | 117 | 142 | 167 | 117 |
Avg Bars in Winners | 158 | 179 | 139 | 158 | 179 | 139 |
Avg Bars in Losers | 115 | 150 | 71 | 115 | 150 | 71 |
Bars Traded | 9690 | 5700 | 3990 | 9690 | 5700 | 3990 |
Profit Streak | 324.3636 | 333.6136 | 324.3636 | 324.3636 | 333.6136 | 324.3636 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105573 | -87934 | -238228 | -93811 | 700417 | 539134 |
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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) |
---|