Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1765970.487 | 1692638.3429 | 73332.1441 | 38692933.0203 | 34926190.9906 | 3766742.0297 |
Total P&L (%) | 1765.9705 | 1692.6383 | 73.3321 | 38692.933 | 34926.191 | 3766.742 |
Avg Daily Profit (%) | 0.7811 | 0.7487 | 0.0324 | 0.264 | 0.2595 | 0.1618 |
Buy And Hold Return (%) | 8989.4987 | 8989.4987 | 8989.4987 | 8989.4987 | 8989.4987 | 8989.4987 |
Max Trade Drawdown | -132456 | -146151 | -38776 | -29189387 | -30947316 | -16528341 |
Profit Factor | 4.0302 | 5.2441 | 1.3986 | 1.3478 | 1.4603 | 1.1065 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 62.069 | 59.7222 | 64.3836 | 62.069 | 59.7222 | 64.3836 |
Ratio Avg Win / Avg Loss | 2.4629 | 3.5367 | 0.7737 | 0.8237 | 0.9848 | 0.6121 |
Largest Winning Trade | 657732 | 657732 | 27811 | 21816146 | 21816146 | 5096737 |
Largest Losing Trade | -49796 | -49796 | -26728 | -16352651 | -16352651 | -12565667 |
Avg Bars in Trades | 87 | 162 | 12 | 87 | 162 | 12 |
Avg Bars in Winners | 57 | 106 | 12 | 57 | 106 | 12 |
Avg Bars in Losers | 135 | 245 | 11 | 135 | 245 | 11 |
Bars Traded | 12622 | 11723 | 899 | 12622 | 11723 | 899 |
Profit Streak | 60.4671 | 60.4671 | 276.4671 | 60.4671 | 60.4671 | 276.4671 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142348 | -222436 | -384438 | 312600 | -71741 | -331206 |
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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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