Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2483735.6529 | 2299596.648 | 184139.0049 | 79011812.1553 | -32014079.4303 | 111025891.5857 |
Total P&L (%) | 2483.7357 | 2299.5966 | 184.139 | 79011.8122 | -32014.0794 | 111025.8916 |
Avg Daily Profit (%) | 1.386 | 1.2833 | 0.1028 | 0.3731 | 0 | 0.3921 |
Buy And Hold Return (%) | 1254.0389 | 1254.0389 | 1254.0389 | 1254.0389 | 1254.0389 | 1254.0389 |
Max Trade Drawdown | -79232 | -93783 | -71818 | -78545280 | -67014197 | -41482660 |
Profit Factor | 4.9277 | 7.5672 | 1.6525 | 1.2206 | 0.8473 | 1.7474 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 31.5152 | 26.506 | 36.5854 | 31.5152 | 26.506 | 36.5854 |
Ratio Avg Win / Avg Loss | 10.7083 | 20.9818 | 2.8644 | 2.6524 | 2.3493 | 3.0288 |
Largest Winning Trade | 1571389 | 1571389 | 54896 | 42416808 | 32920842 | 42416808 |
Largest Losing Trade | -26307 | -26307 | -16187 | -16586307 | -16586307 | -16390538 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 80 | 84 | 78 | 80 | 84 | 78 |
Avg Bars in Losers | 9 | 7 | 13 | 9 | 7 | 13 |
Bars Traded | 5339 | 2301 | 3038 | 5339 | 2301 | 3038 |
Profit Streak | 25.8773 | 26.8773 | 0 | 25.8773 | 26.8773 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310186 | -8573 | -228121 | 160012 | -600690 | 119435 |
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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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