Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259485.3976 | 1181413.8567 | 78071.5409 | 38753486.7259 | 44145384.1271 | -5391897.4011 |
Total P&L (%) | 1259.4854 | 1181.4139 | 78.0715 | 38753.4867 | 44145.3841 | -5391.8974 |
Avg Daily Profit (%) | 0.5548 | 0.5204 | 0.0344 | 0.263 | 0.2687 | 0 |
Buy And Hold Return (%) | 8907.0335 | 8907.0335 | 8907.0335 | 8907.0335 | 8907.0335 | 8907.0335 |
Max Trade Drawdown | -151282 | -109949 | -138465 | -17798770 | -11259253 | -19825994 |
Profit Factor | 2.3007 | 3.654 | 1.1492 | 1.3682 | 2.015 | 0.9127 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 44.2149 | 42.1488 | 46.281 | 44.2149 | 42.1488 | 46.281 |
Ratio Avg Win / Avg Loss | 2.9028 | 5.0153 | 1.3339 | 1.7262 | 2.7657 | 1.0594 |
Largest Winning Trade | 408848 | 408848 | 35856 | 14196157 | 14196157 | 6334667 |
Largest Losing Trade | -58809 | -26038 | -58809 | -8421294 | -5489900 | -8421294 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 78 | 75 | 82 | 78 | 75 | 82 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 13372 | 6439 | 6933 | 13372 | 6439 | 6933 |
Profit Streak | 14.1584 | 27.1584 | 0 | 14.1584 | 27.1584 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150715 | -150938 | -370774 | 283992 | 300134 | -580790 |
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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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