Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194697.6759 | 1066113.6476 | 128584.0284 | 8586194.7461 | 15587422.8091 | -7001228.063 |
Total P&L (%) | 1194.6977 | 1066.1136 | 128.584 | 8586.1947 | 15587.4228 | -7001.2281 |
Avg Daily Profit (%) | 0.5284 | 0.4715 | 0.0569 | 0.1976 | 0.2238 | 0 |
Buy And Hold Return (%) | 182.8326 | 182.8326 | 182.8326 | 182.8326 | 182.8326 | 182.8326 |
Max Trade Drawdown | -161463 | -98506 | -118366 | -32292220 | -17019593 | -17987829 |
Profit Factor | 2.0972 | 2.8268 | 1.2545 | 1.0883 | 1.3221 | 0.8567 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
Profitability (%) | 46.0094 | 40.1869 | 51.8868 | 46.0094 | 40.1869 | 51.8868 |
Ratio Avg Win / Avg Loss | 2.4611 | 4.2073 | 1.1633 | 1.2771 | 1.9678 | 0.7944 |
Largest Winning Trade | 410470 | 410470 | 53649 | 19106405 | 19106405 | 4557800 |
Largest Losing Trade | -46609 | -34272 | -46609 | -12525293 | -5972779 | -12525293 |
Avg Bars in Trades | 60 | 47 | 73 | 60 | 47 | 73 |
Avg Bars in Winners | 87 | 70 | 100 | 87 | 70 | 100 |
Avg Bars in Losers | 37 | 32 | 45 | 37 | 32 | 45 |
Bars Traded | 12888 | 5072 | 7815 | 12888 | 5072 | 7815 |
Profit Streak | 0 | 0 | 11.4577 | 0 | 0 | 11.4577 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507060 | 392017 | -282346 | -115814 | 197502 | -580172 |
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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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