Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3820422.1863 | 3745786.9626 | 74635.2236 | 20864465.0991 | 19713514.5127 | 1150950.5865 |
Total P&L (%) | 3820.4222 | 3745.787 | 74.6352 | 20864.4651 | 19713.5145 | 1150.9506 |
Avg Daily Profit (%) | 1.8703 | 1.8338 | 0.0365 | 0.262 | 0.2593 | 0.1238 |
Buy And Hold Return (%) | 3222.5653 | 3222.5653 | 3222.5653 | 3222.5653 | 3222.5653 | 3222.5653 |
Max Trade Drawdown | -208061 | -168828 | -107500 | -12477366 | -9630615 | -4849017 |
Profit Factor | 4.7841 | 8.4551 | 1.1472 | 1.698 | 2.2491 | 1.0816 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 46.875 | 45.3125 | 48.4375 | 46.875 | 45.3125 | 48.4375 |
Ratio Avg Win / Avg Loss | 5.422 | 10.2044 | 1.2212 | 1.9244 | 2.7144 | 1.1514 |
Largest Winning Trade | 1969271 | 1969271 | 56601 | 10724159 | 10724159 | 3564699 |
Largest Losing Trade | -48784 | -48784 | -40087 | -4469488 | -4469488 | -2421080 |
Avg Bars in Trades | 93 | 130 | 55 | 93 | 130 | 55 |
Avg Bars in Winners | 120 | 184 | 60 | 120 | 184 | 60 |
Avg Bars in Losers | 69 | 86 | 51 | 69 | 86 | 51 |
Bars Traded | 11950 | 8376 | 3574 | 11950 | 8376 | 3574 |
Profit Streak | 415.0129 | 415.1796 | 0 | 415.0129 | 415.1796 | 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 | -86618 | -233369 | -508299 | 401199 | -128459 | -463738 |
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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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