Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2023966.0669 | 1960522.0557 | 63444.0111 | 13804042.2109 | 20017735.7145 | -6213693.5036 |
Total P&L (%) | 2023.9661 | 1960.5221 | 63.444 | 13804.0422 | 20017.7357 | -6213.6935 |
Avg Daily Profit (%) | 0.9908 | 0.9598 | 0.0311 | 0.2419 | 0.26 | 0 |
Buy And Hold Return (%) | 2545.2345 | 2545.2345 | 2545.2345 | 2545.2345 | 2545.2345 | 2545.2345 |
Max Trade Drawdown | -119713 | -63446 | -277505 | -15734424 | -11522966 | -14573623 |
Profit Factor | 2.5545 | 4.4676 | 1.0861 | 1.2262 | 1.6489 | 0.794 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 43.6019 | 42.4528 | 44.7619 | 43.6019 | 42.4528 | 44.7619 |
Ratio Avg Win / Avg Loss | 3.3042 | 6.0561 | 1.3403 | 1.5861 | 2.2351 | 0.9799 |
Largest Winning Trade | 1294744 | 1294744 | 67895 | 13605535 | 13605535 | 4146294 |
Largest Losing Trade | -58399 | -30684 | -58399 | -6723220 | -6723220 | -4094538 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 87 | 88 | 86 | 87 | 88 | 86 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 12159 | 5967 | 6192 | 12159 | 5967 | 6192 |
Profit Streak | 0 | 0 | 286.2884 | 0 | 0 | 286.2884 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148959 | -148275 | -444678 | 241384 | 304787 | -582501 |
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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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