Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3636917.9197 | 3493107.1865 | 143810.7332 | 55220313.1154 | 37089878.019 | 18130435.0965 |
Total P&L (%) | 3636.9179 | 3493.1072 | 143.8107 | 55220.3131 | 37089.878 | 18130.4351 |
Avg Daily Profit (%) | 1.7805 | 1.7101 | 0.0704 | 0.3097 | 0.2902 | 0.2552 |
Buy And Hold Return (%) | 2470.3785 | 2470.3785 | 2470.3785 | 2470.3785 | 2470.3785 | 2470.3785 |
Max Trade Drawdown | -124189 | -143751 | -28100 | -35441046 | -34817277 | -5041923 |
Profit Factor | 4.7229 | 5.349 | 1.8278 | 1.3492 | 1.2764 | 1.7564 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 90 | 23 | 67 | 90 | 23 | 67 |
Losing Trades | 207 | 125 | 82 | 207 | 125 | 82 |
Profitability (%) | 30.303 | 15.5405 | 44.9664 | 30.303 | 15.5405 | 44.9664 |
Ratio Avg Win / Avg Loss | 10.8626 | 29.0707 | 2.237 | 3.1031 | 6.9371 | 2.1496 |
Largest Winning Trade | 1746303 | 1746303 | 31479 | 33616494 | 33616494 | 3984712 |
Largest Losing Trade | -28909 | -28909 | -14430 | -9117829 | -9117829 | -1847570 |
Avg Bars in Trades | 40 | 79 | 1 | 40 | 79 | 1 |
Avg Bars in Winners | 82 | 314 | 2 | 82 | 314 | 2 |
Avg Bars in Losers | 22 | 35 | 1 | 22 | 35 | 1 |
Bars Traded | 12026 | 11733 | 293 | 12026 | 11733 | 293 |
Profit Streak | 268.2442 | 268.2442 | 271.4109 | 268.2442 | 268.2442 | 271.4109 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2015 | -86051 | -261734 | 205720 | -61220 | 408602 |
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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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