Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2552720.8531 | 2458913.224 | 93807.6291 | 6974373.0291 | 13945232.3779 | -6970859.3488 |
Total P&L (%) | 2552.7209 | 2458.9132 | 93.8076 | 6974.373 | 13945.2324 | -6970.8593 |
Avg Daily Profit (%) | 1.1544 | 1.112 | 0.0424 | 0.1928 | 0.2239 | 0 |
Buy And Hold Return (%) | 257.2333 | 257.2333 | 257.2333 | 257.2333 | 257.2333 | 257.2333 |
Max Trade Drawdown | -163778 | -102796 | -104076 | -53515971 | -26894315 | -36928221 |
Profit Factor | 3.7968 | 6.1598 | 1.2151 | 1.0381 | 1.149 | 0.922 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 50.9709 | 50.4854 | 51.4563 | 50.9709 | 50.4854 | 51.4563 |
Ratio Avg Win / Avg Loss | 3.6522 | 6.0414 | 1.1463 | 0.9986 | 1.1269 | 0.8698 |
Largest Winning Trade | 2176870 | 2176870 | 47406 | 23792150 | 23792150 | 15166701 |
Largest Losing Trade | -30972 | -27664 | -30972 | -11864113 | -8623309 | -11864113 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 6503 | 3173 | 3330 | 6503 | 3173 | 3330 |
Profit Streak | 14.3321 | 27.3321 | 14.3321 | 14.3321 | 27.3321 | 14.3321 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 815948 | 819400 | -301955 | -170012 | -47625 | -580276 |
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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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