Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018546.7524 | 886802.8802 | 131743.8721 | 11284834.3033 | 18394020.5445 | -7109186.2412 |
Total P&L (%) | 1018.5468 | 886.8029 | 131.7439 | 11284.8343 | 18394.0205 | -7109.1862 |
Avg Daily Profit (%) | 0.4075 | 0.3548 | 0.0527 | 0.1896 | 0.2091 | 0 |
Buy And Hold Return (%) | 646.7833 | 646.7833 | 646.7833 | 646.7833 | 646.7833 | 646.7833 |
Max Trade Drawdown | -83172 | -47616 | -87587 | -7929009 | -2405832 | -11730398 |
Profit Factor | 2.3076 | 3.4559 | 1.3153 | 1.293 | 2.2497 | 0.7013 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 135 | 57 | 78 | 135 | 57 | 78 |
Losing Trades | 147 | 84 | 63 | 147 | 84 | 63 |
Profitability (%) | 47.8723 | 40.4255 | 55.3191 | 47.8723 | 40.4255 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.5127 | 5.0929 | 1.0623 | 1.4079 | 3.3154 | 0.5665 |
Largest Winning Trade | 336394 | 336394 | 56651 | 11420685 | 11420685 | 1948406 |
Largest Losing Trade | -66162 | -21856 | -66162 | -6413941 | -1386697 | -6413941 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 74 | 85 | 67 | 74 | 85 | 67 |
Avg Bars in Losers | 31 | 23 | 42 | 31 | 23 | 42 |
Bars Traded | 14745 | 6829 | 7916 | 14745 | 6829 | 7916 |
Profit Streak | 0 | 0 | 44.2605 | 0 | 0 | 44.2605 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 184654 | -38258 | -286194 | 310949 | 305764 | -578848 |
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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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