Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3643938.2394 | 3571988.9272 | 71949.3122 | 677348.1748 | -4480464.0246 | 5157812.1993 |
Total P&L (%) | 3643.9382 | 3571.9889 | 71.9493 | 677.3482 | -4480.464 | 5157.8122 |
Avg Daily Profit (%) | 1.7491 | 1.7146 | 0.0345 | 0.0985 | 0 | 0.1904 |
Buy And Hold Return (%) | 101.354 | 101.354 | 101.354 | 101.354 | 101.354 | 101.354 |
Max Trade Drawdown | -205853 | -206261 | -79693 | -14130839 | -17215026 | -2944278 |
Profit Factor | 4.0369 | 5.2066 | 1.2051 | 1.0119 | 0.8927 | 1.3449 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 118 | 45 | 73 | 118 | 45 | 73 |
Losing Trades | 191 | 109 | 82 | 191 | 109 | 82 |
Profitability (%) | 38.1877 | 29.2208 | 47.0968 | 38.1877 | 29.2208 | 47.0968 |
Ratio Avg Win / Avg Loss | 6.5342 | 12.6116 | 1.3537 | 1.638 | 2.1624 | 1.5107 |
Largest Winning Trade | 3195983 | 3195983 | 44973 | 8888088 | 8888088 | 2985061 |
Largest Losing Trade | -48830 | -48830 | -30905 | -5692728 | -5692728 | -1843613 |
Avg Bars in Trades | 79 | 137 | 22 | 79 | 137 | 22 |
Avg Bars in Winners | 124 | 273 | 32 | 124 | 273 | 32 |
Avg Bars in Losers | 51 | 80 | 12 | 51 | 80 | 12 |
Bars Traded | 24561 | 21146 | 3415 | 24561 | 21146 | 3415 |
Profit Streak | 12.4334 | 12.4334 | 62.4334 | 12.4334 | 12.4334 | 62.4334 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 705985 | 416245 | -312652 | -269040 | -588344 | 352954 |
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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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