Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2324420.217 | 2175581.4295 | 148838.7875 | 107150226.3331 | 71764957.6085 | 35385268.7246 |
Total P&L (%) | 2324.4202 | 2175.5814 | 148.8388 | 107150.2263 | 71764.9576 | 35385.2687 |
Avg Daily Profit (%) | 1.2439 | 1.1642 | 0.0797 | 0.3741 | 0.3526 | 0.3147 |
Buy And Hold Return (%) | 6591.1475 | 6591.1475 | 6591.1475 | 6591.1475 | 6591.1475 | 6591.1475 |
Max Trade Drawdown | -98129 | -99819 | -76086 | -22672996 | -24495278 | -24264941 |
Profit Factor | 6.7016 | 9.3095 | 2.0204 | 2.1751 | 2.1804 | 2.1644 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 60.7595 | 53.8462 | 67.5 | 60.7595 | 53.8462 | 67.5 |
Ratio Avg Win / Avg Loss | 4.3281 | 7.9796 | 0.9728 | 1.4048 | 1.869 | 1.0421 |
Largest Winning Trade | 1555779 | 1555779 | 40341 | 28116075 | 28116075 | 14594613 |
Largest Losing Trade | -49857 | -49857 | -23093 | -11837868 | -11837868 | -9864675 |
Avg Bars in Trades | 131 | 225 | 40 | 131 | 225 | 40 |
Avg Bars in Winners | 140 | 265 | 43 | 140 | 265 | 43 |
Avg Bars in Losers | 118 | 178 | 34 | 118 | 178 | 34 |
Bars Traded | 10416 | 8793 | 1623 | 10416 | 8793 | 1623 |
Profit Streak | 193.6159 | 193.6159 | 365.2826 | 193.6159 | 193.6159 | 365.2826 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171891 | -142273 | -247585 | -15640 | 539442 | 528246 |
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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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