Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591570.5342 | 1486027.649 | 105542.8853 | 110893932.4524 | 84722247.1379 | 26171685.3145 |
Total P&L (%) | 1591.5705 | 1486.0276 | 105.5429 | 110893.9325 | 84722.2471 | 26171.6853 |
Avg Daily Profit (%) | 0.7007 | 0.6542 | 0.0465 | 0.3092 | 0.2973 | 0.2456 |
Buy And Hold Return (%) | 8833.7401 | 8833.7401 | 8833.7401 | 8833.7401 | 8833.7401 | 8833.7401 |
Max Trade Drawdown | -79533 | -78667 | -112495 | -50676493 | -15691918 | -34984574 |
Profit Factor | 3.7415 | 7.1018 | 1.3132 | 2.1386 | 3.0102 | 1.4737 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 35.5422 | 37.3494 | 33.7349 | 35.5422 | 37.3494 | 33.7349 |
Ratio Avg Win / Avg Loss | 6.7855 | 11.9127 | 2.5795 | 3.8785 | 5.0494 | 2.8947 |
Largest Winning Trade | 544485 | 544485 | 62057 | 45204144 | 45204144 | 30976972 |
Largest Losing Trade | -49580 | -16576 | -49580 | -12664676 | -7139687 | -12664676 |
Avg Bars in Trades | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Winners | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4321 | 2228 | 2093 | 4321 | 2228 | 2093 |
Profit Streak | 14.6363 | 35.6363 | 0 | 14.6363 | 35.6363 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150473 | -149760 | -301736 | 329520 | 366775 | 41752 |
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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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