Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2651464.8923 | 2617429.3023 | 34035.59 | 57956574.1085 | 72942531.8554 | -14985957.7468 |
Total P&L (%) | 2651.4649 | 2617.4293 | 34.0356 | 57956.5741 | 72942.5319 | -14985.9577 |
Avg Daily Profit (%) | 1.4505 | 1.4319 | 0.0186 | 0.3487 | 0.3614 | 0 |
Buy And Hold Return (%) | 7865.8314 | 7865.8314 | 7865.8314 | 7865.8314 | 7865.8314 | 7865.8314 |
Max Trade Drawdown | -143234 | -70105 | -223584 | -50221501 | -39328431 | -30636029 |
Profit Factor | 3.8342 | 7.5295 | 1.0637 | 1.3888 | 2.057 | 0.8128 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 40.3587 | 38.3929 | 42.3423 | 40.3587 | 38.3929 | 42.3423 |
Ratio Avg Win / Avg Loss | 5.666 | 12.0822 | 1.4484 | 2.0524 | 3.3007 | 1.1067 |
Largest Winning Trade | 1686755 | 1686755 | 77328 | 49189925 | 49189925 | 13384526 |
Largest Losing Trade | -44081 | -24851 | -44081 | -15725030 | -13000621 | -15725030 |
Avg Bars in Trades | 95 | 90 | 101 | 95 | 90 | 101 |
Avg Bars in Winners | 182 | 173 | 190 | 182 | 173 | 190 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 21377 | 10106 | 11271 | 21377 | 10106 | 11271 |
Profit Streak | 320.1001 | 322.5168 | 0 | 320.1001 | 322.5168 | 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 | -147102 | -147717 | -487500 | 325873 | 329188 | -582348 |
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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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