Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2871079.1331 | 2721259.7851 | 149819.3481 | 77956599.0544 | 55068036.8382 | 22888562.2162 |
Total P&L (%) | 2871.0791 | 2721.2598 | 149.8193 | 77956.5991 | 55068.0368 | 22888.5622 |
Avg Daily Profit (%) | 1.5277 | 1.448 | 0.0797 | 0.355 | 0.3365 | 0.2898 |
Buy And Hold Return (%) | 5401.8175 | 5401.8175 | 5401.8175 | 5401.8175 | 5401.8175 | 5401.8175 |
Max Trade Drawdown | -108662 | -153353 | -25718 | -35222626 | -33778889 | -13185671 |
Profit Factor | 7.2123 | 9.7316 | 1.9955 | 1.8487 | 1.8546 | 1.8347 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 53.3835 | 43.9394 | 62.6866 | 53.3835 | 43.9394 | 62.6866 |
Ratio Avg Win / Avg Loss | 6.2981 | 12.4161 | 1.1878 | 1.6143 | 2.3663 | 1.0921 |
Largest Winning Trade | 1800795 | 1800795 | 34933 | 34343430 | 34343430 | 7704874 |
Largest Losing Trade | -53775 | -53775 | -14902 | -14610802 | -14610802 | -11973025 |
Avg Bars in Trades | 37 | 67 | 7 | 37 | 67 | 7 |
Avg Bars in Winners | 55 | 125 | 6 | 55 | 125 | 6 |
Avg Bars in Losers | 16 | 21 | 8 | 16 | 21 | 8 |
Bars Traded | 4944 | 4442 | 502 | 4944 | 4442 | 502 |
Profit Streak | 187.1754 | 0 | 192.8421 | 187.1754 | 0 | 192.8421 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142073 | -270336 | -363778 | 512977 | -114091 | -105004 |
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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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