Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381759.4413 | 1266856.3906 | 114903.0508 | 34203907.5177 | 49826070.459 | -15622162.9413 |
Total P&L (%) | 1381.7594 | 1266.8564 | 114.9031 | 34203.9075 | 49826.0705 | -15622.1629 |
Avg Daily Profit (%) | 0.6764 | 0.6202 | 0.0563 | 0.2862 | 0.3046 | 0 |
Buy And Hold Return (%) | 2446.9774 | 2446.9774 | 2446.9774 | 2446.9774 | 2446.9774 | 2446.9774 |
Max Trade Drawdown | -113287 | -87102 | -202902 | -33856306 | -20608921 | -34781653 |
Profit Factor | 1.8894 | 2.8967 | 1.1297 | 1.2093 | 1.6149 | 0.8103 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Profitability (%) | 40.176 | 40.3509 | 40 | 40.176 | 40.3509 | 40 |
Ratio Avg Win / Avg Loss | 2.8134 | 4.2821 | 1.6946 | 1.8007 | 2.3872 | 1.2155 |
Largest Winning Trade | 250880 | 250880 | 67492 | 26241013 | 26241013 | 7986939 |
Largest Losing Trade | -72410 | -34625 | -72410 | -10827209 | -10827209 | -8343508 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 58 | 54 | 63 | 58 | 54 | 63 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 12115 | 5612 | 6503 | 12115 | 5612 | 6503 |
Profit Streak | 0 | 0 | 300.133 | 0 | 0 | 300.133 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152118 | -152030 | -363260 | 265604 | 308761 | -582077 |
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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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