Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279491.3232 | 1242601.9606 | 36889.3627 | 1618607.9406 | 5164818.8692 | -3546210.9286 |
Total P&L (%) | 1279.4913 | 1242.602 | 36.8894 | 1618.6079 | 5164.8189 | -3546.2109 |
Avg Daily Profit (%) | 0.7028 | 0.6825 | 0.0203 | 0.1563 | 0.2179 | 0 |
Buy And Hold Return (%) | 628.4334 | 628.4334 | 628.4334 | 628.4334 | 628.4334 | 628.4334 |
Max Trade Drawdown | -188131 | -123306 | -100541 | -14093267 | -9293417 | -6643539 |
Profit Factor | 2.4047 | 3.5094 | 1.0888 | 1.0326 | 1.1921 | 0.8446 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 157 | 82 | 75 | 157 | 82 | 75 |
Profitability (%) | 45.6747 | 43.0556 | 48.2759 | 45.6747 | 43.0556 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8602 | 4.6414 | 1.1665 | 1.2281 | 1.5766 | 0.9049 |
Largest Winning Trade | 731146 | 731146 | 64533 | 10939293 | 10939293 | 3281714 |
Largest Losing Trade | -25620 | -25620 | -20768 | -3509171 | -3509171 | -2821452 |
Avg Bars in Trades | 36 | 44 | 28 | 36 | 44 | 28 |
Avg Bars in Winners | 48 | 63 | 35 | 48 | 63 | 35 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 10433 | 6371 | 4062 | 10433 | 6371 | 4062 |
Profit Streak | 0 | 76.63 | 0 | 0 | 76.63 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363483 | 356916 | -455034 | -180705 | -1857 | -581340 |
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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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