Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3502550.717 | 3386418.3558 | 116132.3612 | 63221120.4581 | 69595342.8033 | -6374222.3452 |
Total P&L (%) | 3502.5507 | 3386.4184 | 116.1324 | 63221.1205 | 69595.3428 | -6374.2223 |
Avg Daily Profit (%) | 1.7147 | 1.6578 | 0.0569 | 0.3163 | 0.321 | 0 |
Buy And Hold Return (%) | 3291.8526 | 3291.8526 | 3291.8526 | 3291.8526 | 3291.8526 | 3291.8526 |
Max Trade Drawdown | -104520 | -88188 | -76475 | -39269890 | -19803185 | -24081075 |
Profit Factor | 4.6237 | 7.27 | 1.2723 | 1.3995 | 2.0026 | 0.9283 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 147 | 68 | 79 | 147 | 68 | 79 |
Losing Trades | 150 | 81 | 69 | 150 | 81 | 69 |
Profitability (%) | 49.4949 | 45.6376 | 53.3784 | 49.4949 | 45.6376 | 53.3784 |
Ratio Avg Win / Avg Loss | 4.718 | 8.6598 | 1.1113 | 1.428 | 2.3855 | 0.8108 |
Largest Winning Trade | 1393676 | 1393676 | 76104 | 29804220 | 29804220 | 10563412 |
Largest Losing Trade | -43981 | -32673 | -43981 | -20523027 | -5998509 | -20523027 |
Avg Bars in Trades | 40 | 56 | 23 | 40 | 56 | 23 |
Avg Bars in Winners | 53 | 82 | 28 | 53 | 82 | 28 |
Avg Bars in Losers | 27 | 34 | 18 | 27 | 34 | 18 |
Bars Traded | 11991 | 8444 | 3548 | 11991 | 8444 | 3548 |
Profit Streak | 307.7954 | 307.9621 | 0 | 307.7954 | 307.9621 | 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 | -122441 | -135670 | -282312 | 420054 | 417918 | -580224 |
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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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