Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3228360.1601 | 3129633.564 | 98726.5961 | 214665071.3267 | 217939470.8985 | -3274399.5718 |
Total P&L (%) | 3228.3602 | 3129.6336 | 98.7266 | 214665.0713 | 217939.4709 | -3274.3996 |
Avg Daily Profit (%) | 1.7661 | 1.7121 | 0.054 | 0.4206 | 0.4214 | 0 |
Buy And Hold Return (%) | 7697.1014 | 7697.1014 | 7697.1014 | 7697.1014 | 7697.1014 | 7697.1014 |
Max Trade Drawdown | -86980 | -54280 | -172540 | -129002168 | -81874550 | -106550995 |
Profit Factor | 5.1946 | 11.0885 | 1.2149 | 1.5939 | 2.444 | 0.9844 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 39.7059 | 39.7059 | 39.7059 | 39.7059 | 39.7059 | 39.7059 |
Ratio Avg Win / Avg Loss | 7.8881 | 16.8381 | 1.8448 | 2.4204 | 3.7113 | 1.4949 |
Largest Winning Trade | 2141329 | 2141329 | 73085 | 130260241 | 130260241 | 52020034 |
Largest Losing Trade | -47371 | -20034 | -47371 | -48854820 | -24148875 | -48854820 |
Avg Bars in Trades | 157 | 154 | 160 | 157 | 154 | 160 |
Avg Bars in Winners | 318 | 310 | 327 | 318 | 310 | 327 |
Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
Bars Traded | 21416 | 10512 | 10904 | 21416 | 10512 | 10904 |
Profit Streak | 344.6765 | 344.6765 | 344.7598 | 344.6765 | 344.6765 | 344.7598 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146513 | -256166 | -398773 | 368503 | -98287 | -691985 |
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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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