Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2639142.6973 | 2605217.2935 | 33925.4038 | 896196.3528 | 3098142.4249 | -2201946.0721 |
Total P&L (%) | 2639.1427 | 2605.2173 | 33.9254 | 896.1964 | 3098.1424 | -2201.9461 |
Avg Daily Profit (%) | 1.2669 | 1.2507 | 0.0163 | 0.1104 | 0.1665 | 0 |
Buy And Hold Return (%) | 212.6526 | 212.6526 | 212.6526 | 212.6526 | 212.6526 | 212.6526 |
Max Trade Drawdown | -171111 | -104439 | -108252 | -6670346 | -4311115 | -2958190 |
Profit Factor | 4.0216 | 7.4784 | 1.072 | 1.0542 | 1.3932 | 0.7456 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Profitability (%) | 41.8301 | 46.0526 | 37.6623 | 41.8301 | 46.0526 | 37.6623 |
Ratio Avg Win / Avg Loss | 5.5925 | 8.7604 | 1.7743 | 1.466 | 1.632 | 1.2341 |
Largest Winning Trade | 2511910 | 2511910 | 50833 | 7110033 | 7110033 | 1473622 |
Largest Losing Trade | -42710 | -26126 | -42710 | -2099578 | -1015011 | -2099578 |
Avg Bars in Trades | 160 | 167 | 153 | 160 | 167 | 153 |
Avg Bars in Winners | 256 | 261 | 250 | 256 | 261 | 250 |
Avg Bars in Losers | 91 | 87 | 95 | 91 | 87 | 95 |
Bars Traded | 24551 | 12718 | 11833 | 24551 | 12718 | 11833 |
Profit Streak | 8.3805 | 15.4638 | 8.3805 | 8.3805 | 15.4638 | 8.3805 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 698347 | -28325 | -523188 | -209357 | -40895 | -625195 |
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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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