Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2150889.6548 | 2201415.3432 | -50525.6884 | 179501.4528 | 5322664.3834 | -5143162.9306 |
Total P&L (%) | 2150.8897 | 2201.4153 | -50.5257 | 179.5015 | 5322.6644 | -5143.1629 |
Avg Daily Profit (%) | 0.9692 | 0.992 | -0.0228 | 0.0463 | 0.1801 | 0 |
Buy And Hold Return (%) | 284.8887 | 284.8887 | 284.8887 | 284.8887 | 284.8887 | 284.8887 |
Max Trade Drawdown | -184241 | -116316 | -115517 | -10705310 | -4874452 | -6063326 |
Profit Factor | 2.9326 | 5.2004 | 0.9142 | 1.0072 | 1.4645 | 0.6221 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 42.3729 | 41.5254 | 43.2203 | 42.3729 | 41.5254 | 43.2203 |
Ratio Avg Win / Avg Loss | 3.9883 | 7.323 | 1.201 | 1.3697 | 2.0623 | 0.8173 |
Largest Winning Trade | 2090436 | 2090436 | 45647 | 8906190 | 8906190 | 1452411 |
Largest Losing Trade | -40932 | -40170 | -40932 | -3826886 | -2875346 | -3826886 |
Avg Bars in Trades | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Winners | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 8835 | 4354 | 4481 | 8835 | 4354 | 4481 |
Profit Streak | 0 | 9.4003 | 0 | 0 | 9.4003 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 618537 | 662556 | -581988 | -511199 | 259118 | -583655 |
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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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