Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3107507.165 | 2957172.134 | 150335.031 | 220514764.3952 | 220532718.1521 | -17953.7568 |
Total P&L (%) | 3107.5072 | 2957.1721 | 150.335 | 220514.7644 | 220532.7182 | -17.9538 |
Avg Daily Profit (%) | 1.5207 | 1.4471 | 0.0736 | 0.3775 | 0.3775 | -0.0097 |
Buy And Hold Return (%) | 2349.7373 | 2349.7373 | 2349.7373 | 2349.7373 | 2349.7373 | 2349.7373 |
Max Trade Drawdown | -120816 | -91958 | -108354 | -97464218 | -42184824 | -111453289 |
Profit Factor | 5.1708 | 9.5651 | 1.376 | 1.7336 | 2.985 | 0.9999 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 36.0294 | 32.3529 | 39.7059 | 36.0294 | 32.3529 | 39.7059 |
Ratio Avg Win / Avg Loss | 9.1807 | 19.9998 | 2.0895 | 3.0781 | 6.2414 | 1.5184 |
Largest Winning Trade | 1875591 | 1875591 | 68352 | 103584195 | 103584195 | 58855706 |
Largest Losing Trade | -30948 | -21533 | -30948 | -61857083 | -32232866 | -61857083 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3994 | 1906 | 2088 | 3994 | 1906 | 2088 |
Profit Streak | 339.5359 | 348.0359 | 0 | 339.5359 | 348.0359 | 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 | -47943 | -178552 | -372296 | 310774 | -100200 | -691461 |
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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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