Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3204085.0773 | 3075568.4707 | 128516.6066 | 117803264.7032 | 124111921.581 | -6308656.8779 |
Total P&L (%) | 3204.0851 | 3075.5685 | 128.5166 | 117803.2647 | 124111.9216 | -6308.6569 |
Avg Daily Profit (%) | 1.5686 | 1.5057 | 0.0629 | 0.3468 | 0.3494 | 0 |
Buy And Hold Return (%) | 3638.108 | 3638.108 | 3638.108 | 3638.108 | 3638.108 | 3638.108 |
Max Trade Drawdown | -104436 | -90665 | -85337 | -44868092 | -35725998 | -41833403 |
Profit Factor | 5.2919 | 8.4281 | 1.3865 | 1.6309 | 2.2655 | 0.9288 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 35.0318 | 29.1139 | 41.0256 | 35.0318 | 29.1139 | 41.0256 |
Ratio Avg Win / Avg Loss | 9.8142 | 20.5207 | 1.9931 | 3.0246 | 5.516 | 1.3352 |
Largest Winning Trade | 1624553 | 1624553 | 80562 | 65994736 | 65994736 | 20496375 |
Largest Losing Trade | -46049 | -46049 | -28905 | -18746913 | -18746913 | -16702943 |
Avg Bars in Trades | 76 | 76 | 75 | 76 | 76 | 75 |
Avg Bars in Winners | 165 | 192 | 146 | 165 | 192 | 146 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 11937 | 6075 | 5862 | 11937 | 6075 | 5862 |
Profit Streak | 289.0392 | 289.0392 | 291.5392 | 289.0392 | 289.0392 | 291.5392 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147965 | -181523 | -310332 | 300625 | -24425 | -616471 |
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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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