Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1751866.6114 | 1675097.2531 | 76769.3583 | 32123138.994 | 37342062.4033 | -5218923.4093 |
Total P&L (%) | 1751.8666 | 1675.0973 | 76.7694 | 32123.139 | 37342.0624 | -5218.9234 |
Avg Daily Profit (%) | 0.9372 | 0.8961 | 0.0411 | 0.3094 | 0.3175 | 0 |
Buy And Hold Return (%) | 8899.5897 | 8899.5897 | 8899.5897 | 8899.5897 | 8899.5897 | 8899.5897 |
Max Trade Drawdown | -84312 | -108538 | -91134 | -22143982 | -24645352 | -12338041 |
Profit Factor | 4.0389 | 5.6538 | 1.3545 | 1.5669 | 2.0725 | 0.7611 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 48.8722 | 45.4545 | 52.2388 | 48.8722 | 45.4545 | 52.2388 |
Ratio Avg Win / Avg Loss | 4.2253 | 6.7845 | 1.2384 | 1.6392 | 2.487 | 0.6959 |
Largest Winning Trade | 654119 | 654119 | 45126 | 33996878 | 33996878 | 4912501 |
Largest Losing Trade | -36584 | -36584 | -33200 | -14240577 | -14240577 | -5152420 |
Avg Bars in Trades | 51 | 92 | 11 | 51 | 92 | 11 |
Avg Bars in Winners | 71 | 140 | 11 | 71 | 140 | 11 |
Avg Bars in Losers | 32 | 52 | 10 | 32 | 52 | 10 |
Bars Traded | 6858 | 6111 | 747 | 6858 | 6111 | 747 |
Profit Streak | 0 | 173.2039 | 0 | 0 | 173.2039 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145488 | -269511 | -419519 | 329174 | -114322 | -696890 |
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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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