Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687257.233 | 1497642.0398 | 189615.1932 | 41632790.6505 | 26027758.8203 | 15605031.8302 |
Total P&L (%) | 1687.2572 | 1497.642 | 189.6152 | 41632.7907 | 26027.7588 | 15605.0318 |
Avg Daily Profit (%) | 0.6742 | 0.5984 | 0.0758 | 0.2414 | 0.2226 | 0.2022 |
Buy And Hold Return (%) | 490.1596 | 490.1596 | 490.1596 | 490.1596 | 490.1596 | 490.1596 |
Max Trade Drawdown | -77736 | -63056 | -50831 | -44265168 | -34141892 | -36587525 |
Profit Factor | 4.5096 | 6.971 | 1.8246 | 1.2527 | 1.2767 | 1.2207 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 39.0476 | 33.9623 | 44.2308 | 39.0476 | 33.9623 | 44.2308 |
Ratio Avg Win / Avg Loss | 7.0394 | 13.5547 | 2.3006 | 1.9554 | 2.4825 | 1.5392 |
Largest Winning Trade | 964157 | 964157 | 59137 | 37370880 | 37370880 | 21021534 |
Largest Losing Trade | -27602 | -21208 | -27602 | -17584480 | -11770912 | -17584480 |
Avg Bars in Trades | 92 | 85 | 99 | 92 | 85 | 99 |
Avg Bars in Winners | 189 | 192 | 187 | 189 | 192 | 187 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 9718 | 4539 | 5179 | 9718 | 4539 | 5179 |
Profit Streak | 0 | 0 | 20.503 | 0 | 0 | 20.503 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461800 | -169660 | -435850 | 191424 | -177286 | -172977 |
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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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