Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2806018.0809 | 2693084.8354 | 112933.2455 | 80407756.9809 | 74690349.5526 | 5717407.4283 |
Total P&L (%) | 2806.0181 | 2693.0848 | 112.9332 | 80407.757 | 74690.3496 | 5717.4074 |
Avg Daily Profit (%) | 1.2355 | 1.1857 | 0.0497 | 0.295 | 0.2918 | 0.1791 |
Buy And Hold Return (%) | 8341.7234 | 8341.7234 | 8341.7234 | 8341.7234 | 8341.7234 | 8341.7234 |
Max Trade Drawdown | -75759 | -55763 | -58476 | -33093826 | -14872703 | -31438770 |
Profit Factor | 6.9742 | 13.1808 | 1.4543 | 1.6486 | 2.2953 | 1.0862 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 50.3356 | 43.2432 | 57.3333 | 50.3356 | 43.2432 | 57.3333 |
Ratio Avg Win / Avg Loss | 6.8812 | 17.2997 | 1.0823 | 1.6266 | 3.0126 | 0.8084 |
Largest Winning Trade | 1924778 | 1924778 | 50738 | 53412711 | 53412711 | 17727181 |
Largest Losing Trade | -58476 | -18723 | -58476 | -25112813 | -6390612 | -25112813 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 8869 | 4125 | 4744 | 8869 | 4125 | 4744 |
Profit Streak | 0 | 27.1412 | 0 | 0 | 27.1412 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143267 | -210293 | -346989 | 446749 | -53352 | -340996 |
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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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