Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9311981.85 | 9208965.7651 | 103016.0848 | 81740015.9574 | 57324378.8716 | 24415637.0858 |
Total P&L (%) | 9311.9819 | 9208.9658 | 103.0161 | 81740.016 | 57324.3789 | 24415.6371 |
Avg Daily Profit (%) | 4.4708 | 4.4214 | 0.0495 | 0.3226 | 0.3055 | 0.2645 |
Buy And Hold Return (%) | 9923.9234 | 9923.9234 | 9923.9234 | 9923.9234 | 9923.9234 | 9923.9234 |
Max Trade Drawdown | -115388 | -104079 | -46323 | -18827530 | -14900546 | -11056292 |
Profit Factor | 18.7201 | 32.0886 | 1.4493 | 1.8195 | 2.0568 | 1.5365 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 39.6648 | 35.9551 | 43.3333 | 39.6648 | 35.9551 | 43.3333 |
Ratio Avg Win / Avg Loss | 28.4757 | 57.1578 | 1.8952 | 2.7676 | 3.6637 | 2.0093 |
Largest Winning Trade | 8878093 | 8878093 | 36083 | 24804937 | 24804937 | 10679735 |
Largest Losing Trade | -28604 | -18997 | -28604 | -10165476 | -10165476 | -7240096 |
Avg Bars in Trades | 137 | 189 | 85 | 137 | 189 | 85 |
Avg Bars in Winners | 228 | 356 | 124 | 228 | 356 | 124 |
Avg Bars in Losers | 77 | 95 | 56 | 77 | 95 | 56 |
Bars Traded | 24557 | 16838 | 7719 | 24557 | 16838 | 7719 |
Profit Streak | 0 | 100.9195 | 0 | 0 | 100.9195 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144387 | -146125 | -293436 | 340386 | 259686 | 162104 |
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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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