Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095202.6932 | 903644.3454 | 191558.3478 | 27799972.4264 | 34777764.4071 | -6977791.9806 |
Total P&L (%) | 1095.2027 | 903.6443 | 191.5583 | 27799.9724 | 34777.7644 | -6977.792 |
Avg Daily Profit (%) | 0.4919 | 0.4059 | 0.086 | 0.2532 | 0.2633 | 0 |
Buy And Hold Return (%) | 816.2036 | 816.2036 | 816.2036 | 816.2036 | 816.2036 | 816.2036 |
Max Trade Drawdown | -146539 | -62582 | -116311 | -40224712 | -16006410 | -35037713 |
Profit Factor | 1.9909 | 2.6668 | 1.3402 | 1.1358 | 1.3868 | 0.9392 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 57.4561 | 58.7719 | 56.1404 | 57.4561 | 58.7719 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.4742 | 1.8708 | 1.047 | 0.841 | 0.9728 | 0.7338 |
Largest Winning Trade | 109511 | 109511 | 46883 | 16384819 | 10152641 | 16384819 |
Largest Losing Trade | -82924 | -31508 | -82924 | -20038574 | -7657838 | -20038574 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 19 | 14 | 23 | 19 | 14 | 23 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 4370 | 1895 | 2475 | 4370 | 1895 | 2475 |
Profit Streak | 0 | 15.1409 | 0 | 0 | 15.1409 | 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 | -43790 | -115814 | -242717 | -61919 | 333909 | -579955 |
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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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