Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239534.9109 | 1235551.9817 | 3982.9293 | 14044734.1221 | 35214137.2951 | -21169403.173 |
Total P&L (%) | 1239.5349 | 1235.552 | 3.9829 | 14044.7341 | 35214.1373 | -21169.4032 |
Avg Daily Profit (%) | 0.6635 | 0.6614 | 0.0021 | 0.2654 | 0.3145 | 0 |
Buy And Hold Return (%) | 7190.11 | 7190.11 | 7190.11 | 7190.11 | 7190.11 | 7190.11 |
Max Trade Drawdown | -109980 | -106939 | -100250 | -33962400 | -11988572 | -29859552 |
Profit Factor | 2.5309 | 4.1917 | 1.0094 | 1.1473 | 1.8294 | 0.5995 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Losing Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Profitability (%) | 45.6522 | 47.8261 | 43.4783 | 45.6522 | 47.8261 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.013 | 4.5728 | 1.3123 | 1.3659 | 1.9957 | 0.7794 |
Largest Winning Trade | 376179 | 376179 | 61177 | 28404246 | 28404246 | 5290044 |
Largest Losing Trade | -28801 | -20635 | -28801 | -5217413 | -3747411 | -5217413 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 10500 | 5359 | 5141 | 10500 | 5359 | 5141 |
Profit Streak | 0 | 32.9711 | 0 | 0 | 32.9711 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149440 | -147147 | -568684 | -57535 | 378377 | -583562 |
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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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