Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2335063.9244 | 2195609.2271 | 139454.6973 | 145399244.3262 | 111381743.4468 | 34017500.8794 |
Total P&L (%) | 2335.0639 | 2195.6092 | 139.4547 | 145399.2443 | 111381.7434 | 34017.5009 |
Avg Daily Profit (%) | 1.0279 | 0.9665 | 0.0614 | 0.3211 | 0.3093 | 0.2571 |
Buy And Hold Return (%) | 8429.6103 | 8429.6103 | 8429.6103 | 8429.6103 | 8429.6103 | 8429.6103 |
Max Trade Drawdown | -98561 | -121763 | -32261 | -99139733 | -74396866 | -49269341 |
Profit Factor | 5.492 | 6.9239 | 1.9347 | 1.5469 | 1.5871 | 1.4468 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 60.6452 | 54.5455 | 66.6667 | 60.6452 | 54.5455 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.564 | 5.7699 | 0.9674 | 1.0038 | 1.3226 | 0.7234 |
Largest Winning Trade | 1022706 | 1022706 | 26955 | 63803316 | 63803316 | 13854743 |
Largest Losing Trade | -54395 | -54395 | -27440 | -74396866 | -74396866 | -44320038 |
Avg Bars in Trades | 40 | 75 | 6 | 40 | 75 | 6 |
Avg Bars in Winners | 26 | 50 | 6 | 26 | 50 | 6 |
Avg Bars in Losers | 63 | 104 | 7 | 63 | 104 | 7 |
Bars Traded | 6311 | 5775 | 537 | 6311 | 5775 | 537 |
Profit Streak | 71.017 | 71.017 | 303.6837 | 71.017 | 71.017 | 303.6837 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140689 | -184749 | -306125 | 512452 | -30000 | -24640 |
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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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