Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425958.7211 | 1411234.2174 | 14724.5037 | 8691593.7951 | 21154648.2731 | -12463054.478 |
Total P&L (%) | 1425.9587 | 1411.2342 | 14.7245 | 8691.5938 | 21154.6483 | -12463.0545 |
Avg Daily Profit (%) | 0.6319 | 0.6254 | 0.0065 | 0.1986 | 0.2378 | 0 |
Buy And Hold Return (%) | 7735.5171 | 7735.5171 | 7735.5171 | 7735.5171 | 7735.5171 | 7735.5171 |
Max Trade Drawdown | -144017 | -95245 | -133496 | -14474002 | -4669872 | -15568863 |
Profit Factor | 2.1716 | 3.6516 | 1.0215 | 1.1375 | 1.8273 | 0.6687 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 55.627 | 53.8462 | 57.4194 | 55.627 | 53.8462 | 57.4194 |
Ratio Avg Win / Avg Loss | 1.7323 | 3.1299 | 0.7575 | 0.9074 | 1.5663 | 0.4959 |
Largest Winning Trade | 535629 | 535629 | 39443 | 14230915 | 14230915 | 1846551 |
Largest Losing Trade | -60765 | -45163 | -60765 | -10261937 | -2992476 | -10261937 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 6687 | 3148 | 3540 | 6687 | 3148 | 3540 |
Profit Streak | 13.6499 | 13.6499 | 22.6499 | 13.6499 | 13.6499 | 22.6499 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146206 | -145659 | -546384 | -186490 | 364297 | -578734 |
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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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