Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339721.556 | 1325941.4082 | 13780.1477 | 1114093.1632 | 4616792.3205 | -3502699.1573 |
Total P&L (%) | 1339.7216 | 1325.9414 | 13.7801 | 1114.0932 | 4616.7923 | -3502.6992 |
Avg Daily Profit (%) | 0.7362 | 0.7287 | 0.0076 | 0.1373 | 0.212 | 0 |
Buy And Hold Return (%) | 606.9898 | 606.9898 | 606.9898 | 606.9898 | 606.9898 | 606.9898 |
Max Trade Drawdown | -176767 | -86755 | -110103 | -9066411 | -4364674 | -5166219 |
Profit Factor | 2.3484 | 3.6248 | 1.0282 | 1.0342 | 1.2825 | 0.7846 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 47.7477 | 45.045 | 50.4505 | 47.7477 | 45.045 | 50.4505 |
Ratio Avg Win / Avg Loss | 2.5699 | 4.4223 | 1.0099 | 1.1317 | 1.5647 | 0.7706 |
Largest Winning Trade | 693526 | 693526 | 64489 | 6731415 | 6731415 | 1451091 |
Largest Losing Trade | -39956 | -28007 | -39956 | -2019233 | -1647666 | -2019233 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 59 | 62 | 56 | 59 | 62 | 56 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 10640 | 5426 | 5214 | 10640 | 5426 | 5214 |
Profit Streak | 0 | 25.8336 | 0 | 0 | 25.8336 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427380 | 468036 | -538181 | -199972 | 307654 | -580978 |
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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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