Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2396205.3209 | 2273611.9282 | 122593.3926 | 5304481.5111 | 7742722.7291 | -2438241.218 |
Total P&L (%) | 2396.2053 | 2273.6119 | 122.5934 | 5304.4815 | 7742.7227 | -2438.2412 |
Avg Daily Profit (%) | 1.0777 | 1.0225 | 0.0551 | 0.1796 | 0.1964 | 0 |
Buy And Hold Return (%) | 303.3598 | 303.3598 | 303.3598 | 303.3598 | 303.3598 | 303.3598 |
Max Trade Drawdown | -153265 | -93027 | -110071 | -24237875 | -12751113 | -16434239 |
Profit Factor | 4.2211 | 7.6869 | 1.3035 | 1.0601 | 1.1894 | 0.9486 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 59.6154 | 58.9744 | 60.2564 | 59.6154 | 58.9744 | 60.2564 |
Ratio Avg Win / Avg Loss | 2.8594 | 5.3474 | 0.8598 | 0.7181 | 0.8274 | 0.6257 |
Largest Winning Trade | 2083718 | 2083718 | 45965 | 11451864 | 11451864 | 5957487 |
Largest Losing Trade | -39604 | -39604 | -37479 | -7763597 | -5553432 | -7763597 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 4272 | 2051 | 2221 | 4272 | 2051 | 2221 |
Profit Streak | 19.1919 | 19.1919 | 24.1919 | 19.1919 | 19.1919 | 24.1919 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 865354 | -10292 | -318660 | -144862 | -38006 | -612806 |
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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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