Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557534.6813 | 1453423.8527 | 104110.8287 | 92203493.3636 | 67542163.4452 | 24661329.9184 |
Total P&L (%) | 1557.5347 | 1453.4239 | 104.1108 | 92203.4934 | 67542.1634 | 24661.3299 |
Avg Daily Profit (%) | 0.6857 | 0.6399 | 0.0458 | 0.301 | 0.2873 | 0.2429 |
Buy And Hold Return (%) | 8705.9317 | 8705.9317 | 8705.9317 | 8705.9317 | 8705.9317 | 8705.9317 |
Max Trade Drawdown | -73916 | -74977 | -139469 | -42143000 | -13049532 | -29093468 |
Profit Factor | 3.5886 | 6.7674 | 1.2977 | 2.1385 | 2.8162 | 1.5631 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 37.6712 | 35.6164 | 39.726 | 37.6712 | 35.6164 | 39.726 |
Ratio Avg Win / Avg Loss | 5.9375 | 12.2334 | 1.969 | 3.5383 | 5.0909 | 2.3716 |
Largest Winning Trade | 548904 | 548904 | 60790 | 38703464 | 38703464 | 19483125 |
Largest Losing Trade | -49580 | -13911 | -49580 | -10532052 | -6893887 | -10532052 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 62 | 68 | 56 | 62 | 68 | 56 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4272 | 2184 | 2088 | 4272 | 2184 | 2088 |
Profit Streak | 14.7275 | 35.7275 | 0 | 14.7275 | 35.7275 | 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 | -150370 | -222183 | -371966 | 339386 | -62571 | -67728 |
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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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