Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2744974.2795 | 2678219.5234 | 66754.7561 | 62914855.0231 | 53456076.6326 | 9458778.3905 |
Total P&L (%) | 2744.9743 | 2678.2195 | 66.7548 | 62914.855 | 53456.0766 | 9458.7784 |
Avg Daily Profit (%) | 1.5016 | 1.4651 | 0.0365 | 0.3532 | 0.3443 | 0.2498 |
Buy And Hold Return (%) | 7749.6072 | 7749.6072 | 7749.6072 | 7749.6072 | 7749.6072 | 7749.6072 |
Max Trade Drawdown | -96023 | -66620 | -169512 | -30419597 | -19604525 | -20003994 |
Profit Factor | 4.4743 | 8.5405 | 1.1535 | 1.7331 | 2.1262 | 1.2466 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 48.5437 | 44.2308 | 52.9412 | 48.5437 | 44.2308 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.7427 | 10.7684 | 1.0253 | 1.8371 | 2.6809 | 1.1081 |
Largest Winning Trade | 1788988 | 1788988 | 68869 | 23211917 | 23211917 | 14058546 |
Largest Losing Trade | -43975 | -37914 | -43975 | -11988098 | -11988098 | -11931166 |
Avg Bars in Trades | 207 | 227 | 186 | 207 | 227 | 186 |
Avg Bars in Winners | 299 | 363 | 243 | 299 | 363 | 243 |
Avg Bars in Losers | 120 | 118 | 122 | 120 | 118 | 122 |
Bars Traded | 21325 | 11805 | 9520 | 21325 | 11805 | 9520 |
Profit Streak | 331.9777 | 343.561 | 0 | 331.9777 | 343.561 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144298 | -325218 | -541251 | 465393 | -168465 | -268615 |
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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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