Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2744089.7199 | 2619330.333 | 124759.3869 | 123607657.9221 | 104225585.7679 | 19382072.1541 |
Total P&L (%) | 2744.0897 | 2619.3303 | 124.7594 | 123607.6579 | 104225.5858 | 19382.0722 |
Avg Daily Profit (%) | 1.207 | 1.1521 | 0.0549 | 0.3137 | 0.3062 | 0.2322 |
Buy And Hold Return (%) | 8288.5374 | 8288.5374 | 8288.5374 | 8288.5374 | 8288.5374 | 8288.5374 |
Max Trade Drawdown | -52294 | -59626 | -42703 | -51700886 | -29440836 | -30126916 |
Profit Factor | 6.5499 | 12.5545 | 1.466 | 1.9281 | 2.7728 | 1.2605 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 43.4211 | 39.4737 | 47.3684 | 43.4211 | 39.4737 | 47.3684 |
Ratio Avg Win / Avg Loss | 8.5347 | 19.2503 | 1.6288 | 2.5124 | 4.2516 | 1.4006 |
Largest Winning Trade | 1715335 | 1715335 | 53904 | 82591970 | 82591970 | 32809509 |
Largest Losing Trade | -33845 | -18630 | -33845 | -19527643 | -18618454 | -19527643 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Losers | 13 | 11 | 16 | 13 | 11 | 16 |
Bars Traded | 4352 | 2097 | 2255 | 4352 | 2097 | 2255 |
Profit Streak | 74.6816 | 236.6816 | 74.6816 | 74.6816 | 236.6816 | 74.6816 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144248 | -195649 | -332854 | 437479 | -37635 | -46123 |
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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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