Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2088833.296 | 1918134.7142 | 170698.5818 | 20890600.5457 | 9911746.7573 | 10978853.7884 |
Total P&L (%) | 2088.8333 | 1918.1347 | 170.6986 | 20890.6005 | 9911.7468 | 10978.8538 |
Avg Daily Profit (%) | 0.879 | 0.8072 | 0.0718 | 0.2253 | 0.194 | 0.1983 |
Buy And Hold Return (%) | 462.9908 | 462.9908 | 462.9908 | 462.9908 | 462.9908 | 462.9908 |
Max Trade Drawdown | -95116 | -97426 | -93277 | -33402330 | -18832670 | -17771665 |
Profit Factor | 4.1424 | 6.7019 | 1.5199 | 1.2715 | 1.2569 | 1.2862 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 46.4912 | 43.8596 | 49.1228 | 46.4912 | 43.8596 | 49.1228 |
Ratio Avg Win / Avg Loss | 4.7676 | 8.5785 | 1.5742 | 1.4634 | 1.6088 | 1.3321 |
Largest Winning Trade | 1524106 | 1524106 | 60819 | 13456814 | 13456814 | 10452165 |
Largest Losing Trade | -35619 | -28581 | -35619 | -10311723 | -6532864 | -10311723 |
Avg Bars in Trades | 82 | 73 | 90 | 82 | 73 | 90 |
Avg Bars in Winners | 120 | 115 | 125 | 120 | 115 | 125 |
Avg Bars in Losers | 48 | 40 | 57 | 48 | 40 | 57 |
Bars Traded | 9353 | 4171 | 5182 | 9353 | 4171 | 5182 |
Profit Streak | 18.7032 | 0 | 29.4532 | 18.7032 | 0 | 29.4532 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652773 | -162837 | -440121 | 275860 | -173524 | -171833 |
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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) |
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