Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1936516.0316 | 1678499.3636 | 258016.668 | 207736132.4851 | 169194698.6948 | 38541433.7903 |
Total P&L (%) | 1936.516 | 1678.4994 | 258.0167 | 207736.1325 | 169194.6987 | 38541.4338 |
Avg Daily Profit (%) | 1.0634 | 0.9217 | 0.1417 | 0.4204 | 0.4091 | 0.3277 |
Buy And Hold Return (%) | 808.4025 | 808.4025 | 808.4025 | 808.4025 | 808.4025 | 808.4025 |
Max Trade Drawdown | -64591 | -92031 | -39371 | -177885471 | -92944676 | -91665796 |
Profit Factor | 4.92 | 6.4042 | 2.4067 | 1.5117 | 1.8016 | 1.1977 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 59.3103 | 57.5342 | 61.1111 | 59.3103 | 57.5342 | 61.1111 |
Ratio Avg Win / Avg Loss | 3.3754 | 4.7269 | 1.5316 | 1.0371 | 1.3298 | 0.7622 |
Largest Winning Trade | 762393 | 762393 | 51988 | 81708871 | 81708871 | 46786553 |
Largest Losing Trade | -34707 | -30292 | -34707 | -92944676 | -92944676 | -80630984 |
Avg Bars in Trades | 23 | 29 | 18 | 23 | 29 | 18 |
Avg Bars in Winners | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 3470 | 2139 | 1331 | 3470 | 2139 | 1331 |
Profit Streak | 49.09 | 87.09 | 49.09 | 49.09 | 87.09 | 49.09 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 725900 | -53643 | -241978 | 525031 | -56932 | -72466 |
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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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