Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3307236.0702 | 3154009.7527 | 153226.3175 | 473297529.9324 | 420895589.1508 | 52401940.7815 |
Total P&L (%) | 3307.2361 | 3154.0098 | 153.2263 | 473297.5299 | 420895.5892 | 52401.9408 |
Avg Daily Profit (%) | 1.8092 | 1.7254 | 0.0838 | 0.464 | 0.4576 | 0.3432 |
Buy And Hold Return (%) | 5934.5125 | 5934.5125 | 5934.5125 | 5934.5125 | 5934.5125 | 5934.5125 |
Max Trade Drawdown | -125218 | -49574 | -131319 | -251892124 | -100499588 | -151392535 |
Profit Factor | 8.075 | 16.8059 | 1.5719 | 2.1937 | 3.0833 | 1.2695 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 46.0526 | 39.4737 | 52.6316 | 46.0526 | 39.4737 | 52.6316 |
Ratio Avg Win / Avg Loss | 9.4593 | 25.7691 | 1.4147 | 2.5698 | 4.7278 | 1.1425 |
Largest Winning Trade | 1586162 | 1586162 | 77221 | 177027903 | 177027903 | 87888376 |
Largest Losing Trade | -64338 | -16057 | -64338 | -68444922 | -62177861 | -68444922 |
Avg Bars in Trades | 278 | 264 | 292 | 278 | 264 | 292 |
Avg Bars in Winners | 491 | 538 | 455 | 491 | 538 | 455 |
Avg Bars in Losers | 97 | 86 | 111 | 97 | 86 | 111 |
Bars Traded | 21192 | 10068 | 11124 | 21192 | 10068 | 11124 |
Profit Streak | 320.9334 | 321.6834 | 320.9334 | 320.9334 | 321.6834 | 320.9334 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197174 | -146394 | -244134 | -39498 | 468569 | 363626 |
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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) |
---|