Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023558.1668 | 911531.3135 | 112026.8533 | 11887009.3461 | 13966433.9316 | -2079424.5855 |
Total P&L (%) | 1023.5582 | 911.5313 | 112.0269 | 11887.0093 | 13966.4339 | -2079.4246 |
Avg Daily Profit (%) | 0.4092 | 0.3644 | 0.0448 | 0.1915 | 0.1979 | 0 |
Buy And Hold Return (%) | 869.3361 | 869.3361 | 869.3361 | 869.3361 | 869.3361 | 869.3361 |
Max Trade Drawdown | -96770 | -91333 | -46005 | -7216422 | -4260135 | -4876306 |
Profit Factor | 2.2659 | 2.9206 | 1.3354 | 1.5072 | 2.2148 | 0.8258 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 133 | 72 | 61 | 133 | 72 | 61 |
Profitability (%) | 45.0413 | 40.4959 | 49.5868 | 45.0413 | 40.4959 | 49.5868 |
Ratio Avg Win / Avg Loss | 2.7648 | 4.2915 | 1.3577 | 1.8391 | 3.2544 | 0.8396 |
Largest Winning Trade | 361220 | 361220 | 63857 | 12479950 | 12479950 | 1549403 |
Largest Losing Trade | -27422 | -27422 | -25224 | -3320532 | -2531724 | -3320532 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 44 | 55 | 36 | 44 | 55 | 36 |
Avg Bars in Losers | 19 | 20 | 16 | 19 | 20 | 16 |
Bars Traded | 7421 | 4209 | 3212 | 7421 | 4209 | 3212 |
Profit Streak | 17.0796 | 22.7462 | 0 | 17.0796 | 22.7462 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96538 | -138546 | -298683 | 372050 | 336451 | -580893 |
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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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