Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1639415.5739 | 1471807.5403 | 167608.0337 | 2841849.8073 | 6473489.5696 | -3631639.7623 |
Total P&L (%) | 1639.4156 | 1471.8075 | 167.608 | 2841.8498 | 6473.4896 | -3631.6398 |
Avg Daily Profit (%) | 0.6903 | 0.6198 | 0.0706 | 0.1425 | 0.1764 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243075 | -147852 | -158033 | -32325866 | -26423689 | -18861561 |
Profit Factor | 2.3518 | 3.4607 | 1.2727 | 1.0264 | 1.1209 | 0.9328 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Losing Trades | 184 | 97 | 87 | 184 | 97 | 87 |
Profitability (%) | 42.6791 | 39.7516 | 45.625 | 42.6791 | 39.7516 | 45.625 |
Ratio Avg Win / Avg Loss | 3.1586 | 5.2452 | 1.5168 | 1.3785 | 1.6989 | 1.1117 |
Largest Winning Trade | 984529 | 984529 | 64500 | 26437130 | 26437130 | 11507327 |
Largest Losing Trade | -34726 | -26162 | -34726 | -6067868 | -4603374 | -6067868 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 68 | 65 | 70 | 68 | 65 | 70 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 13922 | 6310 | 7612 | 13922 | 6310 | 7612 |
Profit Streak | 0 | 0 | 5.9424 | 0 | 0 | 5.9424 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559416 | 523693 | -98395 | -195036 | -82234 | -579831 |
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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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