Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162700.1563 | 1166840.2801 | -4140.1238 | 1087808.8813 | 10109679.5676 | -9021870.6864 |
Total P&L (%) | 1162.7002 | 1166.8403 | -4.1401 | 1087.8089 | 10109.6796 | -9021.8707 |
Avg Daily Profit (%) | 0.6408 | 0.6431 | -0.0023 | 0.1365 | 0.2553 | 0 |
Buy And Hold Return (%) | 824.7361 | 824.7361 | 824.7361 | 824.7361 | 824.7361 | 824.7361 |
Max Trade Drawdown | -246320 | -124387 | -267320 | -16284752 | -8606539 | -18947942 |
Profit Factor | 2.0299 | 3.3793 | 0.9935 | 1.0177 | 1.3536 | 0.7245 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Profitability (%) | 44.3983 | 45.8333 | 42.9752 | 44.3983 | 45.8333 | 42.9752 |
Ratio Avg Win / Avg Loss | 2.5421 | 3.9938 | 1.3183 | 1.2745 | 1.5997 | 0.9613 |
Largest Winning Trade | 837858 | 837858 | 46243 | 7965925 | 7965925 | 3028502 |
Largest Losing Trade | -30956 | -26990 | -30956 | -2291658 | -2291658 | -2192475 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 7089 | 3320 | 3769 | 7089 | 3320 | 3769 |
Profit Streak | 4.8907 | 16.3907 | 4.8907 | 4.8907 | 16.3907 | 4.8907 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22184 | -19443 | -581461 | -277537 | 325067 | -583128 |
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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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