Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3295307.2293 | 3171660.5976 | 123646.6317 | 94825967.9671 | 98583218.2655 | -3757250.2984 |
Total P&L (%) | 3295.3072 | 3171.6606 | 123.6466 | 94825.968 | 98583.2183 | -3757.2503 |
Avg Daily Profit (%) | 1.6127 | 1.5522 | 0.0605 | 0.3361 | 0.338 | 0 |
Buy And Hold Return (%) | 2964.8554 | 2964.8554 | 2964.8554 | 2964.8554 | 2964.8554 | 2964.8554 |
Max Trade Drawdown | -155315 | -73204 | -195079 | -67669880 | -32500312 | -70309032 |
Profit Factor | 4.7498 | 9.2115 | 1.251 | 1.5184 | 2.3378 | 0.9656 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 38.9535 | 34.8837 | 43.0233 | 38.9535 | 34.8837 | 43.0233 |
Ratio Avg Win / Avg Loss | 7.4437 | 17.1948 | 1.6568 | 2.3796 | 4.3639 | 1.2788 |
Largest Winning Trade | 2269632 | 2269632 | 70671 | 63929834 | 63929834 | 25260238 |
Largest Losing Trade | -66038 | -18950 | -66038 | -32338283 | -17622564 | -32338283 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 67 | 69 | 66 | 67 | 69 | 66 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5955 | 2844 | 3111 | 5955 | 2844 | 3111 |
Profit Streak | 336.1279 | 348.7945 | 0 | 336.1279 | 348.7945 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112427 | -126967 | -280042 | 321211 | 303537 | -582148 |
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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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