Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2712039.9801 | 2597825.0767 | 114214.9034 | 138577507.9802 | 132293597.9703 | 6283910.0098 |
Total P&L (%) | 2712.04 | 2597.8251 | 114.2149 | 138577.508 | 132293.598 | 6283.91 |
Avg Daily Profit (%) | 1.3277 | 1.2718 | 0.0559 | 0.3548 | 0.3525 | 0.2037 |
Buy And Hold Return (%) | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 |
Max Trade Drawdown | -128650 | -79961 | -153527 | -20961133 | -17920238 | -15375221 |
Profit Factor | 4.3724 | 7.1598 | 1.2986 | 2.5702 | 3.762 | 1.1557 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 34.5912 | 36.25 | 32.9114 | 34.5912 | 36.25 | 32.9114 |
Ratio Avg Win / Avg Loss | 8.2677 | 12.5914 | 2.6472 | 4.86 | 6.6159 | 2.3559 |
Largest Winning Trade | 1584443 | 1584443 | 80868 | 53615331 | 53615331 | 12983175 |
Largest Losing Trade | -27294 | -17640 | -27294 | -9135340 | -9135340 | -5550151 |
Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Winners | 170 | 146 | 197 | 170 | 146 | 197 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 11833 | 5362 | 6471 | 11833 | 5362 | 6471 |
Profit Streak | 318.5099 | 320.8432 | 0 | 318.5099 | 320.8432 | 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 | -146427 | -167892 | -316447 | 348829 | -7989 | -78295 |
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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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