Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155612.6752 | 1005905.4483 | 149707.2269 | 20976761.7165 | 26748060.5082 | -5771298.7917 |
Total P&L (%) | 1155.6127 | 1005.9054 | 149.7072 | 20976.7617 | 26748.0605 | -5771.2988 |
Avg Daily Profit (%) | 0.6346 | 0.5524 | 0.0822 | 0.2943 | 0.3076 | 0 |
Buy And Hold Return (%) | 719.7674 | 719.7674 | 719.7674 | 719.7674 | 719.7674 | 719.7674 |
Max Trade Drawdown | -142917 | -58403 | -127365 | -22400081 | -11467260 | -12139702 |
Profit Factor | 1.8833 | 2.7397 | 1.205 | 1.1633 | 1.466 | 0.9188 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Losing Trades | 206 | 104 | 102 | 206 | 104 | 102 |
Profitability (%) | 42.2969 | 41.8994 | 42.6966 | 42.2969 | 41.8994 | 42.6966 |
Ratio Avg Win / Avg Loss | 2.5692 | 3.799 | 1.6173 | 1.587 | 2.0329 | 1.2331 |
Largest Winning Trade | 295526 | 295526 | 52981 | 6859289 | 6859289 | 4548019 |
Largest Losing Trade | -31448 | -23891 | -31448 | -3957524 | -3957524 | -3058406 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 7208 | 3785 | 3423 | 7208 | 3785 | 3423 |
Profit Streak | 8.7459 | 10.4959 | 0 | 8.7459 | 10.4959 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 202567 | -27659 | -250539 | -31156 | 335817 | -581297 |
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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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