Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1689226.5192 | 1594913.7333 | 94312.786 | 63914804.2582 | 72621417.1089 | -8706612.8507 |
Total P&L (%) | 1689.2265 | 1594.9137 | 94.3128 | 63914.8043 | 72621.4171 | -8706.6129 |
Avg Daily Profit (%) | 0.9064 | 0.8558 | 0.0506 | 0.3473 | 0.3542 | 0 |
Buy And Hold Return (%) | 9144.764 | 9144.764 | 9144.764 | 9144.764 | 9144.764 | 9144.764 |
Max Trade Drawdown | -100253 | -58629 | -92916 | -25141644 | -14238219 | -33246606 |
Profit Factor | 3.8455 | 6.6529 | 1.3028 | 1.5665 | 2.912 | 0.8837 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 47.0588 | 48.5294 | 45.5882 | 47.0588 | 48.5294 | 45.5882 |
Ratio Avg Win / Avg Loss | 4.3262 | 7.0561 | 1.5549 | 1.7624 | 3.0885 | 1.0547 |
Largest Winning Trade | 613656 | 613656 | 63347 | 27732981 | 27732981 | 20496350 |
Largest Losing Trade | -35034 | -35034 | -26253 | -15963792 | -5654518 | -15963792 |
Avg Bars in Trades | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Winners | 120 | 126 | 114 | 120 | 126 | 114 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 10790 | 5539 | 5251 | 10790 | 5539 | 5251 |
Profit Streak | 0 | 45.7756 | 0 | 0 | 45.7756 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146354 | -253508 | -401071 | 407879 | -94557 | -690285 |
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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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