Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3042090.1757 | 2914838.6668 | 127251.5089 | 140873458.0629 | 139982186.8278 | 891271.2351 |
Total P&L (%) | 3042.0902 | 2914.8387 | 127.2515 | 140873.4581 | 139982.1868 | 891.2712 |
Avg Daily Profit (%) | 1.4893 | 1.427 | 0.0623 | 0.3556 | 0.3553 | 0.1124 |
Buy And Hold Return (%) | 2160.5042 | 2160.5042 | 2160.5042 | 2160.5042 | 2160.5042 | 2160.5042 |
Max Trade Drawdown | -124859 | -85861 | -136263 | -43480505 | -36657938 | -31474808 |
Profit Factor | 4.5579 | 7.7949 | 1.2987 | 1.8275 | 2.7272 | 1.01 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Profitability (%) | 38.7755 | 40.8163 | 36.7347 | 38.7755 | 40.8163 | 36.7347 |
Ratio Avg Win / Avg Loss | 7.1967 | 11.3026 | 2.2366 | 2.8855 | 3.9545 | 1.7394 |
Largest Winning Trade | 2032459 | 2032459 | 77990 | 54225735 | 54225735 | 18190332 |
Largest Losing Trade | -22326 | -22326 | -19556 | -16767754 | -11014371 | -16767754 |
Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
Avg Bars in Winners | 121 | 105 | 139 | 121 | 105 | 139 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 11955 | 5433 | 6522 | 11955 | 5433 | 6522 |
Profit Streak | 311.4818 | 314.1485 | 0 | 311.4818 | 314.1485 | 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 | -20346 | -38192 | -279786 | 363014 | 406515 | -422234 |
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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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