Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2227580.5965 | 2073063.9779 | 154516.6186 | 14516111.7291 | 7027108.9701 | 7489002.7589 |
Total P&L (%) | 2227.5806 | 2073.064 | 154.5166 | 14516.1117 | 7027.109 | 7489.0028 |
Avg Daily Profit (%) | 1.0037 | 0.9341 | 0.0696 | 0.2249 | 0.1924 | 0.1953 |
Buy And Hold Return (%) | 238.2342 | 238.2342 | 238.2342 | 238.2342 | 238.2342 | 238.2342 |
Max Trade Drawdown | -80349 | -67413 | -72210 | -15451800 | -14492861 | -8711401 |
Profit Factor | 3.6662 | 5.871 | 1.377 | 1.1561 | 1.1402 | 1.1747 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Profitability (%) | 28.7179 | 27.8351 | 29.5918 | 28.7179 | 27.8351 | 29.5918 |
Ratio Avg Win / Avg Loss | 9.0999 | 15.2212 | 3.2762 | 2.8697 | 2.9562 | 2.795 |
Largest Winning Trade | 1742084 | 1742084 | 52653 | 10449050 | 10449050 | 9060724 |
Largest Losing Trade | -30100 | -26953 | -30100 | -5484364 | -5484364 | -3273309 |
Avg Bars in Trades | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Winners | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 6421 | 3486 | 2935 | 6421 | 3486 | 2935 |
Profit Streak | 12.043 | 0 | 12.3763 | 12.043 | 0 | 12.3763 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301500 | 147638 | -273062 | -51192 | -74785 | -28194 |
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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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