Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1662916.3905 | 1505531.4944 | 157384.8961 | 250525179.9136 | 160972178.6427 | 89553001.2708 |
Total P&L (%) | 1662.9164 | 1505.5315 | 157.3849 | 250525.1799 | 160972.1786 | 89553.0013 |
Avg Daily Profit (%) | 0.7323 | 0.663 | 0.0693 | 0.3453 | 0.3257 | 0.2999 |
Buy And Hold Return (%) | 8441.5325 | 8441.5325 | 8441.5325 | 8441.5325 | 8441.5325 | 8441.5325 |
Max Trade Drawdown | -110342 | -127731 | -27132 | -110804875 | -117496663 | -21038961 |
Profit Factor | 5.3786 | 6.6758 | 2.3742 | 1.7353 | 1.5796 | 2.4214 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 55.4217 | 51.2195 | 59.5238 | 55.4217 | 51.2195 | 59.5238 |
Ratio Avg Win / Avg Loss | 4.3263 | 6.3579 | 1.6144 | 1.3958 | 1.5044 | 1.6466 |
Largest Winning Trade | 585597 | 585597 | 36585 | 134084162 | 134084162 | 29559728 |
Largest Losing Trade | -46435 | -46435 | -27132 | -110804875 | -110804875 | -21038961 |
Avg Bars in Trades | 156 | 294 | 21 | 156 | 294 | 21 |
Avg Bars in Winners | 94 | 177 | 24 | 94 | 177 | 24 |
Avg Bars in Losers | 233 | 417 | 16 | 233 | 417 | 16 |
Bars Traded | 12979 | 12072 | 906 | 12979 | 12072 | 906 |
Profit Streak | 66.5561 | 70.0561 | 66.5561 | 66.5561 | 70.0561 | 66.5561 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144255 | -144092 | -259119 | 443498 | 474415 | 577118 |
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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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