Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2511004.294 | 2437559.3488 | 73444.9452 | 68780725.6691 | 77876149.5686 | -9095423.8995 |
Total P&L (%) | 2511.0043 | 2437.5593 | 73.4449 | 68780.7257 | 77876.1496 | -9095.4239 |
Avg Daily Profit (%) | 1.2288 | 1.1928 | 0.0359 | 0.3203 | 0.3264 | 0 |
Buy And Hold Return (%) | 3561.7801 | 3561.7801 | 3561.7801 | 3561.7801 | 3561.7801 | 3561.7801 |
Max Trade Drawdown | -82118 | -79950 | -65136 | -21156820 | -16116311 | -27378148 |
Profit Factor | 7.2724 | 14.5196 | 1.3338 | 1.9236 | 3.751 | 0.803 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 30.4348 | 31.4286 | 29.4118 | 30.4348 | 31.4286 | 29.4118 |
Ratio Avg Win / Avg Loss | 16.6225 | 31.6791 | 3.2011 | 4.3968 | 8.184 | 1.9271 |
Largest Winning Trade | 1386877 | 1386877 | 83445 | 25070217 | 25070217 | 12248051 |
Largest Losing Trade | -26409 | -18532 | -26409 | -7572341 | -3444070 | -7572341 |
Avg Bars in Trades | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Winners | 151 | 135 | 169 | 151 | 135 | 169 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3750 | 1779 | 1971 | 3750 | 1779 | 1971 |
Profit Streak | 332.6924 | 485.1924 | 0 | 332.6924 | 485.1924 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -257010 | -150013 | -319648 | -100580 | 350124 | -588387 |
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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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