Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750781.6753 | 1602947.8277 | 147833.8477 | 197118044.1922 | 124532200.0271 | 72585844.1651 |
Total P&L (%) | 1750.7817 | 1602.9478 | 147.8338 | 197118.0442 | 124532.2 | 72585.8442 |
Avg Daily Profit (%) | 0.7708 | 0.7058 | 0.0651 | 0.3346 | 0.3143 | 0.2905 |
Buy And Hold Return (%) | 9687.2951 | 9687.2951 | 9687.2951 | 9687.2951 | 9687.2951 | 9687.2951 |
Max Trade Drawdown | -59121 | -52355 | -94862 | -79383093 | -71875859 | -43503236 |
Profit Factor | 4.3981 | 7.7494 | 1.5323 | 2.0679 | 2.2761 | 1.8344 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 42.6471 | 42.6471 | 42.6471 | 42.6471 | 42.6471 | 42.6471 |
Ratio Avg Win / Avg Loss | 5.9147 | 10.4216 | 2.0607 | 2.781 | 3.061 | 2.4669 |
Largest Winning Trade | 726783 | 726783 | 42289 | 100342161 | 100342161 | 44713872 |
Largest Losing Trade | -47613 | -21755 | -47613 | -43503236 | -28516300 | -43503236 |
Avg Bars in Trades | 64 | 72 | 55 | 64 | 72 | 55 |
Avg Bars in Winners | 106 | 121 | 91 | 106 | 121 | 91 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 8706 | 4901 | 3805 | 8706 | 4901 | 3805 |
Profit Streak | 42.4686 | 0 | 45.2186 | 42.4686 | 0 | 45.2186 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147455 | -257206 | -380945 | 402178 | -98969 | -99469 |
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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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