Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1716115.6089 | 1652628.2163 | 63487.3926 | 35615504.1958 | 36862156.0307 | -1246651.835 |
Total P&L (%) | 1716.1156 | 1652.6282 | 63.4874 | 35615.5042 | 36862.156 | -1246.6518 |
Avg Daily Profit (%) | 0.9209 | 0.8869 | 0.0341 | 0.3159 | 0.3178 | 0 |
Buy And Hold Return (%) | 7294.402 | 7294.402 | 7294.402 | 7294.402 | 7294.402 | 7294.402 |
Max Trade Drawdown | -76267 | -85082 | -55149 | -13067623 | -9174740 | -15011642 |
Profit Factor | 2.8629 | 4.6265 | 1.1364 | 1.3496 | 1.7153 | 0.9752 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 187 | 100 | 87 | 187 | 100 | 87 |
Profitability (%) | 42.4615 | 38.2716 | 46.6258 | 42.4615 | 38.2716 | 46.6258 |
Ratio Avg Win / Avg Loss | 3.8794 | 7.462 | 1.3009 | 1.8288 | 2.7667 | 1.1164 |
Largest Winning Trade | 679386 | 679386 | 60826 | 13923389 | 13923389 | 7641876 |
Largest Losing Trade | -24291 | -20958 | -24291 | -4682735 | -4682735 | -4270420 |
Avg Bars in Trades | 66 | 79 | 54 | 66 | 79 | 54 |
Avg Bars in Winners | 108 | 144 | 79 | 108 | 144 | 79 |
Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
Bars Traded | 21728 | 12888 | 8840 | 21728 | 12888 | 8840 |
Profit Streak | 40.883 | 47.883 | 40.883 | 40.883 | 47.883 | 40.883 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146767 | -148294 | -383684 | 337055 | 277885 | -579137 |
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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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