Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1666695.1489 | 1536682.0131 | 130013.1358 | 19386267.0404 | 22914009.6142 | -3527742.5738 |
Total P&L (%) | 1666.6951 | 1536.682 | 130.0131 | 19386.267 | 22914.0096 | -3527.7426 |
Avg Daily Profit (%) | 0.9188 | 0.8472 | 0.0717 | 0.2911 | 0.3003 | 0 |
Buy And Hold Return (%) | 616.5713 | 616.5713 | 616.5713 | 616.5713 | 616.5713 | 616.5713 |
Max Trade Drawdown | -70380 | -61504 | -76692 | -28630447 | -18319884 | -18221295 |
Profit Factor | 3.5463 | 5.8844 | 1.3825 | 1.2199 | 1.5662 | 0.926 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 39.1304 | 37.6812 | 40.5797 | 39.1304 | 37.6812 | 40.5797 |
Ratio Avg Win / Avg Loss | 5.5165 | 9.7319 | 2.0243 | 1.8976 | 2.5902 | 1.356 |
Largest Winning Trade | 869820 | 869820 | 77270 | 16562884 | 16562884 | 13032588 |
Largest Losing Trade | -41495 | -21760 | -41495 | -12378091 | -3761996 | -12378091 |
Avg Bars in Trades | 155 | 144 | 166 | 155 | 144 | 166 |
Avg Bars in Winners | 293 | 269 | 315 | 293 | 269 | 315 |
Avg Bars in Losers | 66 | 68 | 64 | 66 | 68 | 64 |
Bars Traded | 21454 | 9952 | 11502 | 21454 | 9952 | 11502 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459413 | -88705 | -366940 | 203762 | -95032 | -684732 |
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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) |
---|