Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2779514.2385 | 2696665.6841 | 82848.5543 | 25219407.7711 | 27795751.0445 | -2576343.2734 |
Total P&L (%) | 2779.5142 | 2696.6657 | 82.8486 | 25219.4078 | 27795.751 | -2576.3433 |
Avg Daily Profit (%) | 1.3607 | 1.3202 | 0.0406 | 0.2713 | 0.2761 | 0 |
Buy And Hold Return (%) | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 | 2888.8889 |
Max Trade Drawdown | -135333 | -128030 | -71569 | -14127116 | -10411497 | -6473875 |
Profit Factor | 4.1371 | 6.2038 | 1.2253 | 1.5534 | 2.0365 | 0.8626 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 45.8647 | 38.806 | 53.0303 | 45.8647 | 38.806 | 53.0303 |
Ratio Avg Win / Avg Loss | 4.8831 | 9.7829 | 1.0852 | 1.8336 | 3.2114 | 0.764 |
Largest Winning Trade | 951421 | 951421 | 60889 | 15060536 | 15060536 | 3958685 |
Largest Losing Trade | -40380 | -40380 | -39665 | -5462262 | -5462262 | -3046314 |
Avg Bars in Trades | 90 | 141 | 37 | 90 | 141 | 37 |
Avg Bars in Winners | 112 | 210 | 39 | 112 | 210 | 39 |
Avg Bars in Losers | 71 | 97 | 36 | 71 | 97 | 36 |
Bars Traded | 11994 | 9494 | 2500 | 11994 | 9494 | 2500 |
Profit Streak | 413.5056 | 418.6723 | 0 | 413.5056 | 418.6723 | 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 | -145633 | -264358 | -428665 | 385934 | -108167 | -704565 |
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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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