Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2353435.7253 | 2277698.8468 | 75736.8784 | 2054835.6714 | 6368110.6859 | -4313275.0145 |
Total P&L (%) | 2353.4357 | 2277.6988 | 75.7369 | 2054.8357 | 6368.1107 | -4313.275 |
Avg Daily Profit (%) | 1.0641 | 1.0299 | 0.0342 | 0.1389 | 0.1887 | 0 |
Buy And Hold Return (%) | 253.6166 | 253.6166 | 253.6166 | 253.6166 | 253.6166 | 253.6166 |
Max Trade Drawdown | -155241 | -108072 | -104696 | -16558645 | -8373148 | -11947310 |
Profit Factor | 3.6593 | 6.1888 | 1.1698 | 1.0363 | 1.2361 | 0.8545 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 48.4536 | 45.3608 | 51.5464 | 48.4536 | 45.3608 | 51.5464 |
Ratio Avg Win / Avg Loss | 3.8929 | 7.4547 | 1.0996 | 1.1024 | 1.489 | 0.8032 |
Largest Winning Trade | 2114390 | 2114390 | 47406 | 9046817 | 9046817 | 5316453 |
Largest Losing Trade | -43108 | -25601 | -43108 | -3995344 | -3308152 | -3995344 |
Avg Bars in Trades | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Winners | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 6464 | 3177 | 3286 | 6464 | 3177 | 3286 |
Profit Streak | 0 | 29.0802 | 0 | 0 | 29.0802 | 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 | 742368 | 748814 | -346762 | -187348 | 235486 | -580872 |
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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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