Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338774.2283 | 1230382.5573 | 108391.671 | 115798530.7235 | 86050585.9792 | 29747944.7443 |
Total P&L (%) | 1338.7742 | 1230.3826 | 108.3917 | 115798.5307 | 86050.586 | 29747.9447 |
Avg Daily Profit (%) | 0.5899 | 0.5422 | 0.0478 | 0.3114 | 0.2983 | 0.2514 |
Buy And Hold Return (%) | 7935.4492 | 7935.4492 | 7935.4492 | 7935.4492 | 7935.4492 | 7935.4492 |
Max Trade Drawdown | -90117 | -43215 | -120574 | -26317214 | -16032775 | -24645937 |
Profit Factor | 2.0588 | 4.0762 | 1.1254 | 1.526 | 2.0312 | 1.2176 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 196 | 108 | 88 | 196 | 108 | 88 |
Losing Trades | 341 | 161 | 180 | 341 | 161 | 180 |
Profitability (%) | 36.4991 | 40.1487 | 32.8358 | 36.4991 | 40.1487 | 32.8358 |
Ratio Avg Win / Avg Loss | 3.582 | 6.0766 | 2.3019 | 2.655 | 3.028 | 2.4906 |
Largest Winning Trade | 354956 | 354956 | 52332 | 22442572 | 22442572 | 18063968 |
Largest Losing Trade | -47962 | -13195 | -47962 | -7856186 | -7856186 | -7425210 |
Avg Bars in Trades | 12 | 4 | 20 | 12 | 4 | 20 |
Avg Bars in Winners | 23 | 7 | 43 | 23 | 7 | 43 |
Avg Bars in Losers | 6 | 2 | 9 | 6 | 2 | 9 |
Bars Traded | 6710 | 1150 | 5560 | 6710 | 1150 | 5560 |
Profit Streak | 13.1635 | 26.4969 | 0 | 13.1635 | 26.4969 | 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 | -152053 | -149858 | -381931 | 360215 | 380810 | 42213 |
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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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