Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1524067.5674 | 1618140.8578 | -94073.2904 | 32599.9286 | 1707699.7369 | -1675099.8083 |
Total P&L (%) | 1524.0676 | 1618.1409 | -94.0733 | 32.5999 | 1707.6997 | -1675.0998 |
Avg Daily Profit (%) | 0.7316 | 0.7767 | -0.0452 | 0.0135 | 0.139 | 0 |
Buy And Hold Return (%) | 598.9796 | 598.9796 | 598.9796 | 598.9796 | 598.9796 | 598.9796 |
Max Trade Drawdown | -199638 | -156049 | -104470 | -4057443 | -2477575 | -1780579 |
Profit Factor | 2.2192 | 3.3421 | 0.8318 | 1.0027 | 1.2646 | 0.69 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 140 | 60 | 80 | 140 | 60 | 80 |
Losing Trades | 211 | 115 | 96 | 211 | 115 | 96 |
Profitability (%) | 39.886 | 34.2857 | 45.4545 | 39.886 | 34.2857 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.3446 | 6.4057 | 0.9981 | 1.5113 | 2.4238 | 0.828 |
Largest Winning Trade | 1423617 | 1423617 | 34007 | 3746363 | 3746363 | 492031 |
Largest Losing Trade | -24148 | -20483 | -24148 | -713471 | -540407 | -713471 |
Avg Bars in Trades | 70 | 89 | 50 | 70 | 89 | 50 |
Avg Bars in Winners | 115 | 175 | 69 | 115 | 175 | 69 |
Avg Bars in Losers | 40 | 45 | 34 | 40 | 45 | 34 |
Bars Traded | 24612 | 15714 | 8898 | 24612 | 15714 | 8898 |
Profit Streak | 1.4243 | 0 | 7.2576 | 1.4243 | 0 | 7.2576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310047 | 368304 | -581498 | -561592 | -15018 | -581498 |
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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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