Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938143.769 | 1048913.9854 | -110770.2164 | -2323673.8453 | -17141208.7733 | 14817534.9281 |
Total P&L (%) | 938.1438 | 1048.914 | -110.7702 | -2323.6738 | -17141.2088 | 14817.5349 |
Avg Daily Profit (%) | 0.5131 | 0.5736 | -0.0606 | 0 | 0 | 0.2741 |
Buy And Hold Return (%) | 826.0155 | 826.0155 | 826.0155 | 826.0155 | 826.0155 | 826.0155 |
Max Trade Drawdown | -229011 | -95927 | -228580 | -35936091 | -34367975 | -6551053 |
Profit Factor | 1.901 | 3.7854 | 0.8334 | 0.9647 | 0.6477 | 1.8648 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 111 | 55 | 56 | 100 | 50 | 50 |
Losing Trades | 103 | 52 | 51 | 114 | 57 | 57 |
Profitability (%) | 51.8692 | 51.4019 | 52.3364 | 46.729 | 46.729 | 46.729 |
Ratio Avg Win / Avg Loss | 1.764 | 3.5789 | 0.7589 | 1.0997 | 0.7384 | 2.1258 |
Largest Winning Trade | 585452 | 585452 | 75554 | 8280083 | 8280083 | 5574289 |
Largest Losing Trade | -195723 | -36507 | -195723 | -25210582 | -25210582 | -2623702 |
Avg Bars in Trades | 49 | 50 | 49 | 49 | 50 | 49 |
Avg Bars in Winners | 52 | 50 | 54 | 45 | 51 | 40 |
Avg Bars in Losers | 47 | 50 | 43 | 53 | 49 | 57 |
Bars Traded | 10676 | 5397 | 5279 | 10676 | 5397 | 5279 |
Profit Streak | 0 | 0 | 0 | 14.9317 | 14.9317 | 35.7651 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107860 | -63777 | -580744 | -578190 | -581732 | 438227 |
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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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