Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1249104.943 | 1026657.5843 | 222447.3587 | 4950186.4464 | 1911160.5933 | 3039025.8531 |
Total P&L (%) | 1249.1049 | 1026.6576 | 222.4474 | 4950.1864 | 1911.1606 | 3039.0259 |
Avg Daily Profit (%) | 0.5375 | 0.4418 | 0.0957 | 0.1689 | 0.1292 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139948 | -92099 | -168858 | -10144552 | -8846609 | -2138163 |
Profit Factor | 1.9101 | 2.3826 | 1.3531 | 1.1521 | 1.0988 | 1.2301 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 173 | 95 | 78 | 173 | 95 | 78 |
Profitability (%) | 34.2205 | 28.0303 | 40.458 | 34.2205 | 28.0303 | 40.458 |
Ratio Avg Win / Avg Loss | 3.6716 | 6.1175 | 1.9914 | 2.2145 | 2.8213 | 1.8103 |
Largest Winning Trade | 506914 | 506914 | 45743 | 8562696 | 8562696 | 1797169 |
Largest Losing Trade | -25691 | -23812 | -25691 | -1761116 | -1761116 | -1290668 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 34 | 41 | 28 | 34 | 41 | 28 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4607 | 2324 | 2283 | 4607 | 2324 | 2283 |
Profit Streak | 0 | 0 | 22.0998 | 0 | 0 | 22.0998 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362378 | -1742 | -66754 | -48843 | -147196 | 114017 |
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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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