Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3172119.2836 | 3134368.8519 | 37750.4317 | 18685254.3331 | 33827119.5024 | -15141865.1693 |
Total P&L (%) | 3172.1193 | 3134.3689 | 37.7504 | 18685.2543 | 33827.1195 | -15141.8652 |
Avg Daily Profit (%) | 1.6897 | 1.6696 | 0.0201 | 0.2793 | 0.3109 | 0 |
Buy And Hold Return (%) | 4752.7594 | 4752.7594 | 4752.7594 | 4752.7594 | 4752.7594 | 4752.7594 |
Max Trade Drawdown | -86607 | -96432 | -92979 | -18248347 | -7558926 | -18799546 |
Profit Factor | 6.078 | 11.5086 | 1.1157 | 1.2864 | 2.2272 | 0.5981 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 42.3077 | 40.6593 | 43.956 | 42.3077 | 40.6593 | 43.956 |
Ratio Avg Win / Avg Loss | 8.2882 | 16.7963 | 1.4225 | 1.7542 | 3.2505 | 0.7625 |
Largest Winning Trade | 2351991 | 2351991 | 60349 | 19906934 | 19906934 | 5936328 |
Largest Losing Trade | -24493 | -21754 | -24493 | -4128644 | -2896399 | -4128644 |
Avg Bars in Trades | 121 | 121 | 121 | 121 | 121 | 121 |
Avg Bars in Winners | 223 | 240 | 208 | 223 | 240 | 208 |
Avg Bars in Losers | 46 | 39 | 53 | 46 | 39 | 53 |
Bars Traded | 22142 | 11067 | 11075 | 22142 | 11067 | 11075 |
Profit Streak | 54.8132 | 89.1465 | 0 | 54.8132 | 89.1465 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144787 | -145867 | -427742 | 218448 | 384662 | -583439 |
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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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