Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082466.7007 | 1007808.9461 | 74657.7546 | 30625947.6962 | 32286440.4071 | -1660492.7109 |
Total P&L (%) | 1082.4667 | 1007.8089 | 74.6578 | 30625.9477 | 32286.4404 | -1660.4927 |
Avg Daily Profit (%) | 0.5778 | 0.538 | 0.0399 | 0.3062 | 0.309 | 0 |
Buy And Hold Return (%) | 5987.0476 | 5987.0476 | 5987.0476 | 5987.0476 | 5987.0476 | 5987.0476 |
Max Trade Drawdown | -81688 | -111097 | -132929 | -15251613 | -8842998 | -11986035 |
Profit Factor | 1.8849 | 2.505 | 1.1349 | 1.3506 | 1.7525 | 0.9627 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 200 | 105 | 95 | 200 | 105 | 95 |
Profitability (%) | 41.1765 | 38.2353 | 44.1176 | 41.1765 | 38.2353 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.6927 | 4.0465 | 1.4375 | 1.9294 | 2.831 | 1.2194 |
Largest Winning Trade | 156902 | 156902 | 43898 | 8998434 | 8998434 | 3924708 |
Largest Losing Trade | -41178 | -41178 | -16826 | -3700618 | -2667957 | -3700618 |
Avg Bars in Trades | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Winners | 24 | 38 | 13 | 24 | 38 | 13 |
Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
Bars Traded | 5575 | 3852 | 1724 | 5575 | 3852 | 1724 |
Profit Streak | 5.5519 | 0 | 19.2186 | 5.5519 | 0 | 19.2186 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151602 | -154039 | -378232 | 306819 | 261299 | -579720 |
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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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