Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1803615.4594 | 1721959.7226 | 81655.7368 | 57230071.2754 | 62323429.0346 | -5093357.7592 |
Total P&L (%) | 1803.6155 | 1721.9597 | 81.6557 | 57230.0713 | 62323.429 | -5093.3578 |
Avg Daily Profit (%) | 0.9642 | 0.9206 | 0.0437 | 0.3401 | 0.3447 | 0 |
Buy And Hold Return (%) | 7203.7138 | 7203.7138 | 7203.7138 | 7203.7138 | 7203.7138 | 7203.7138 |
Max Trade Drawdown | -126631 | -113511 | -61767 | -13994496 | -14589361 | -14086965 |
Profit Factor | 4.2133 | 6.7689 | 1.3107 | 1.631 | 2.4739 | 0.8948 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 43.8095 | 41.5094 | 46.1538 | 43.8095 | 41.5094 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.404 | 9.538 | 1.5291 | 2.0919 | 3.486 | 1.0439 |
Largest Winning Trade | 720421 | 720421 | 68942 | 24934632 | 24934632 | 13184172 |
Largest Losing Trade | -27000 | -20455 | -27000 | -6953461 | -6910579 | -6953461 |
Avg Bars in Trades | 104 | 108 | 99 | 104 | 108 | 99 |
Avg Bars in Winners | 172 | 194 | 152 | 172 | 194 | 152 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 10924 | 5748 | 5176 | 10924 | 5748 | 5176 |
Profit Streak | 45.7519 | 105.0852 | 0 | 45.7519 | 105.0852 | 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 | -146822 | -326378 | -480669 | 387084 | -168409 | -760662 |
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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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