Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3274910.6139 | 3187150.4985 | 87760.1154 | 29553121.9748 | 17636867.5518 | 11916254.423 |
Total P&L (%) | 3274.9106 | 3187.1505 | 87.7601 | 29553.122 | 17636.8676 | 11916.2544 |
Avg Daily Profit (%) | 1.7642 | 1.7169 | 0.0473 | 0.3071 | 0.2793 | 0.2583 |
Buy And Hold Return (%) | 6936.0262 | 6936.0262 | 6936.0262 | 6936.0262 | 6936.0262 | 6936.0262 |
Max Trade Drawdown | -121599 | -121405 | -56931 | -7767810 | -7880436 | -3923928 |
Profit Factor | 7.6401 | 10.2957 | 1.5837 | 2.3235 | 2.2286 | 2.4945 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 53.2468 | 47.3684 | 58.9744 | 53.2468 | 47.3684 | 58.9744 |
Ratio Avg Win / Avg Loss | 6.7084 | 11.4397 | 1.1017 | 2.0402 | 2.4762 | 1.7353 |
Largest Winning Trade | 2435977 | 2435977 | 39831 | 6592475 | 6592475 | 3890866 |
Largest Losing Trade | -61117 | -61117 | -21306 | -3258812 | -3258812 | -1823001 |
Avg Bars in Trades | 67 | 122 | 14 | 67 | 122 | 14 |
Avg Bars in Winners | 85 | 173 | 16 | 85 | 173 | 16 |
Avg Bars in Losers | 47 | 75 | 11 | 47 | 75 | 11 |
Bars Traded | 5196 | 4643 | 553 | 5196 | 4643 | 553 |
Profit Streak | 186.2914 | 186.2914 | 255.2914 | 186.2914 | 186.2914 | 255.2914 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187745 | -143710 | -290917 | -33111 | 324598 | 264082 |
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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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