Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3438149.884 | 3370878.1949 | 67271.6891 | 35792737.1647 | 32291257.965 | 3501479.1997 |
Total P&L (%) | 3438.1499 | 3370.8782 | 67.2717 | 35792.7372 | 32291.258 | 3501.4792 |
Avg Daily Profit (%) | 1.6827 | 1.6498 | 0.0329 | 0.2883 | 0.2833 | 0.1756 |
Buy And Hold Return (%) | 3041.9587 | 3041.9587 | 3041.9587 | 3041.9587 | 3041.9587 | 3041.9587 |
Max Trade Drawdown | -103466 | -87653 | -138359 | -22329175 | -22874950 | -12226452 |
Profit Factor | 4.5274 | 6.9389 | 1.1652 | 1.4739 | 1.6867 | 1.1228 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 39.5062 | 38.2716 | 40.7407 | 39.5062 | 38.2716 | 40.7407 |
Ratio Avg Win / Avg Loss | 6.9326 | 11.1918 | 1.6949 | 2.2569 | 2.7205 | 1.6332 |
Largest Winning Trade | 2322114 | 2322114 | 70633 | 15592135 | 15592135 | 6342005 |
Largest Losing Trade | -37200 | -37200 | -37002 | -10865141 | -10865141 | -4662201 |
Avg Bars in Trades | 48 | 68 | 28 | 48 | 68 | 28 |
Avg Bars in Winners | 79 | 117 | 43 | 79 | 117 | 43 |
Avg Bars in Losers | 27 | 37 | 17 | 27 | 37 | 17 |
Bars Traded | 7837 | 5541 | 2295 | 7837 | 5541 | 2295 |
Profit Streak | 339.0173 | 339.0173 | 341.0173 | 339.0173 | 339.0173 | 341.0173 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106144 | -125638 | -367024 | 316217 | -3986 | -209929 |
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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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