Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3028392.7831 | 2925402.9926 | 102989.7905 | 76384606.8476 | 72092218.1766 | 4292388.671 |
Total P&L (%) | 3028.3928 | 2925.403 | 102.9898 | 76384.6068 | 72092.2182 | 4292.3887 |
Avg Daily Profit (%) | 1.3386 | 1.2931 | 0.0455 | 0.2939 | 0.2914 | 0.1673 |
Buy And Hold Return (%) | 11995.7341 | 11995.7341 | 11995.7341 | 11995.7341 | 11995.7341 | 11995.7341 |
Max Trade Drawdown | -61128 | -41255 | -57037 | -39769245 | -21276030 | -37385614 |
Profit Factor | 10.1485 | 16.7722 | 1.7076 | 1.7019 | 2.2587 | 1.0833 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 47.0588 | 38.2353 | 55.8824 | 47.0588 | 38.2353 | 55.8824 |
Ratio Avg Win / Avg Loss | 11.4171 | 27.0936 | 1.3481 | 1.9146 | 3.6486 | 0.8552 |
Largest Winning Trade | 2089394 | 2089394 | 48794 | 59186484 | 59186484 | 17428846 |
Largest Losing Trade | -25338 | -24419 | -25338 | -22513568 | -15857907 | -22513568 |
Avg Bars in Trades | 95 | 92 | 99 | 95 | 92 | 99 |
Avg Bars in Winners | 146 | 168 | 130 | 146 | 168 | 130 |
Avg Bars in Losers | 51 | 45 | 60 | 51 | 45 | 60 |
Bars Traded | 6527 | 3134 | 3393 | 6527 | 3134 | 3393 |
Profit Streak | 63.8029 | 136.1362 | 63.8029 | 63.8029 | 136.1362 | 63.8029 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -257564 | -147287 | -294456 | -102304 | 317729 | -287326 |
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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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