Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1887774.983 | 1791520.0481 | 96254.9349 | 42305434.0112 | 37970660.7116 | 4334773.2996 |
Total P&L (%) | 1887.775 | 1791.52 | 96.2549 | 42305.434 | 37970.6607 | 4334.7733 |
Avg Daily Profit (%) | 1.0153 | 0.9635 | 0.0518 | 0.3259 | 0.3201 | 0.2042 |
Buy And Hold Return (%) | 6619.2578 | 6619.2578 | 6619.2578 | 6619.2578 | 6619.2578 | 6619.2578 |
Max Trade Drawdown | -174884 | -169983 | -29447 | -20487303 | -14332964 | -9246484 |
Profit Factor | 3.7647 | 4.519 | 1.5541 | 1.6435 | 1.8211 | 1.2223 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 55.9211 | 53.9474 | 57.8947 | 55.9211 | 53.9474 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.9675 | 3.8576 | 1.1303 | 1.2954 | 1.5546 | 0.8889 |
Largest Winning Trade | 744875 | 744875 | 35025 | 14518526 | 14518526 | 2848821 |
Largest Losing Trade | -44514 | -44514 | -14917 | -8163868 | -8163868 | -3368772 |
Avg Bars in Trades | 70 | 123 | 18 | 70 | 123 | 18 |
Avg Bars in Winners | 86 | 163 | 14 | 86 | 163 | 14 |
Avg Bars in Losers | 51 | 75 | 25 | 51 | 75 | 25 |
Bars Traded | 10785 | 9350 | 1435 | 10785 | 9350 | 1435 |
Profit Streak | 32.1653 | 162.4986 | 32.1653 | 32.1653 | 162.4986 | 32.1653 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142974 | -192562 | -335260 | 477739 | -35858 | -207101 |
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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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