Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1772638.3376 | 1637842.4228 | 134795.9148 | 12064565.3332 | 32634192.9293 | -20569627.5961 |
Total P&L (%) | 1772.6383 | 1637.8424 | 134.7959 | 12064.5653 | 32634.1929 | -20569.6276 |
Avg Daily Profit (%) | 0.9767 | 0.9024 | 0.0743 | 0.2649 | 0.3196 | 0 |
Buy And Hold Return (%) | 771.9338 | 771.9338 | 771.9338 | 771.9338 | 771.9338 | 771.9338 |
Max Trade Drawdown | -195795 | -113311 | -118802 | -108890813 | -59436807 | -60380728 |
Profit Factor | 2.3497 | 3.2061 | 1.2361 | 1.0316 | 1.1438 | 0.8675 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 186 | 91 | 95 | 186 | 91 | 95 |
Losing Trades | 187 | 95 | 92 | 187 | 95 | 92 |
Profitability (%) | 49.866 | 48.9247 | 50.8021 | 49.866 | 48.9247 | 50.8021 |
Ratio Avg Win / Avg Loss | 2.3624 | 3.3471 | 1.1971 | 1.0371 | 1.1941 | 0.8401 |
Largest Winning Trade | 1127918 | 1127918 | 56820 | 36478390 | 36478390 | 20908950 |
Largest Losing Trade | -52648 | -32430 | -52648 | -23796172 | -23796172 | -18570997 |
Avg Bars in Trades | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Winners | 22 | 27 | 16 | 22 | 27 | 16 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 7181 | 4302 | 2879 | 7181 | 4302 | 2879 |
Profit Streak | 0 | 12.6942 | 0 | 0 | 12.6942 | 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 | 542049 | 527964 | -259061 | -175040 | -51939 | -579972 |
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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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