Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2761653.8929 | 2696347.1226 | 65306.7703 | 20590948.6053 | 23463146.2272 | -2872197.6219 |
Total P&L (%) | 2761.6539 | 2696.3471 | 65.3068 | 20590.9486 | 23463.1462 | -2872.1976 |
Avg Daily Profit (%) | 1.352 | 1.32 | 0.032 | 0.2614 | 0.2678 | 0 |
Buy And Hold Return (%) | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 |
Max Trade Drawdown | -122149 | -63291 | -198387 | -15099159 | -12166424 | -8968715 |
Profit Factor | 5.0495 | 9.4665 | 1.1797 | 1.5578 | 2.294 | 0.8471 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 43.9252 | 40.7407 | 47.1698 | 43.9252 | 40.7407 | 47.1698 |
Ratio Avg Win / Avg Loss | 6.4461 | 13.7694 | 1.3212 | 1.9886 | 3.3368 | 0.9488 |
Largest Winning Trade | 1529117 | 1529117 | 74576 | 17666742 | 17666742 | 6046422 |
Largest Losing Trade | -55068 | -30706 | -55068 | -7005325 | -7005325 | -5565863 |
Avg Bars in Trades | 112 | 105 | 119 | 112 | 105 | 119 |
Avg Bars in Winners | 191 | 172 | 208 | 191 | 172 | 208 |
Avg Bars in Losers | 49 | 58 | 39 | 49 | 58 | 39 |
Bars Traded | 12007 | 5670 | 6337 | 12007 | 5670 | 6337 |
Profit Streak | 331.2138 | 339.3805 | 0 | 331.2138 | 339.3805 | 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 | -145792 | -326701 | -520014 | 344618 | -170084 | -761933 |
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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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