Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1856322.6472 | 1772565.9211 | 83756.7261 | 38323918.5954 | 22086098.4749 | 16237820.1205 |
Total P&L (%) | 1856.3226 | 1772.5659 | 83.7567 | 38323.9186 | 22086.0985 | 16237.8201 |
Avg Daily Profit (%) | 0.8168 | 0.7799 | 0.0369 | 0.2622 | 0.238 | 0.2245 |
Buy And Hold Return (%) | 9485.6078 | 9485.6078 | 9485.6078 | 9485.6078 | 9485.6078 | 9485.6078 |
Max Trade Drawdown | -85224 | -101267 | -82624 | -11970315 | -14676044 | -5963947 |
Profit Factor | 4.7207 | 8.93 | 1.3041 | 1.7253 | 1.7336 | 1.7144 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 56.8807 | 53.7037 | 60 | 56.8807 | 53.7037 | 60 |
Ratio Avg Win / Avg Loss | 3.5786 | 7.6983 | 0.8694 | 1.3079 | 1.4944 | 1.1429 |
Largest Winning Trade | 769757 | 769757 | 27558 | 10240379 | 10240379 | 3871699 |
Largest Losing Trade | -67821 | -67821 | -62931 | -9438590 | -9438590 | -3085935 |
Avg Bars in Trades | 59 | 101 | 18 | 59 | 101 | 18 |
Avg Bars in Winners | 39 | 57 | 24 | 39 | 57 | 24 |
Avg Bars in Losers | 85 | 152 | 9 | 85 | 152 | 9 |
Bars Traded | 6489 | 5470 | 1019 | 6489 | 5470 | 1019 |
Profit Streak | 11.7381 | 58.4048 | 11.7381 | 11.7381 | 58.4048 | 11.7381 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142737 | -322433 | -488856 | 389227 | -172341 | -176278 |
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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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