Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2936508.3172 | 2831159.8703 | 105348.447 | 82713632.3177 | 71959546.152 | 10754086.1656 |
Total P&L (%) | 2936.5083 | 2831.1599 | 105.3484 | 82713.6323 | 71959.5462 | 10754.0862 |
Avg Daily Profit (%) | 1.2932 | 1.2468 | 0.0464 | 0.2963 | 0.2902 | 0.2066 |
Buy And Hold Return (%) | 8891.867 | 8891.867 | 8891.867 | 8891.867 | 8891.867 | 8891.867 |
Max Trade Drawdown | -70155 | -64297 | -48040 | -35611672 | -21976369 | -18968680 |
Profit Factor | 7.4265 | 13.8102 | 1.4465 | 1.9353 | 2.7038 | 1.2328 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 38.5135 | 31.0811 | 45.9459 | 38.5135 | 31.0811 | 45.9459 |
Ratio Avg Win / Avg Loss | 11.8563 | 30.6226 | 1.7018 | 3.0896 | 5.9954 | 1.4503 |
Largest Winning Trade | 2017646 | 2017646 | 54286 | 58026417 | 58026417 | 22833760 |
Largest Losing Trade | -37651 | -16884 | -37651 | -11630010 | -11630010 | -11566237 |
Avg Bars in Trades | 58 | 56 | 61 | 58 | 56 | 61 |
Avg Bars in Winners | 116 | 132 | 105 | 116 | 132 | 105 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 8706 | 4191 | 4515 | 8706 | 4191 | 4515 |
Profit Streak | 0 | 148.2118 | 0 | 0 | 148.2118 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147730 | -214159 | -360669 | 304596 | -56496 | -158889 |
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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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