Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2615678.8198 | 2552050.2053 | 63628.6145 | 29251767.2267 | 25110989.9488 | 4140777.2779 |
Total P&L (%) | 2615.6788 | 2552.0502 | 63.6286 | 29251.7672 | 25110.9899 | 4140.7773 |
Avg Daily Profit (%) | 1.1579 | 1.1297 | 0.0282 | 0.2518 | 0.2451 | 0.166 |
Buy And Hold Return (%) | 9055.1247 | 9055.1247 | 9055.1247 | 9055.1247 | 9055.1247 | 9055.1247 |
Max Trade Drawdown | -80236 | -52024 | -59386 | -19380159 | -9313867 | -10066292 |
Profit Factor | 6.0631 | 10.6336 | 1.2528 | 1.6064 | 1.9634 | 1.1867 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 48.8722 | 47.7612 | 50 | 48.8722 | 47.7612 | 50 |
Ratio Avg Win / Avg Loss | 6.3429 | 11.6305 | 1.2528 | 1.6805 | 2.1475 | 1.1867 |
Largest Winning Trade | 1770352 | 1770352 | 48411 | 23765285 | 23765285 | 7761274 |
Largest Losing Trade | -59073 | -29398 | -59073 | -10066292 | -5100325 | -10066292 |
Avg Bars in Trades | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Winners | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 6530 | 3255 | 3275 | 6530 | 3255 | 3275 |
Profit Streak | 59.6923 | 131.0256 | 59.6923 | 59.6923 | 131.0256 | 59.6923 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142464 | -260274 | -444852 | 357230 | -107637 | -296771 |
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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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