Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225943.39 | 1196736.0808 | 29207.3092 | 17364123.8265 | 18851099.3105 | -1486975.484 |
Total P&L (%) | 1225.9434 | 1196.7361 | 29.2073 | 17364.1238 | 18851.0993 | -1486.9755 |
Avg Daily Profit (%) | 0.6563 | 0.6406 | 0.0156 | 0.2767 | 0.2811 | 0 |
Buy And Hold Return (%) | 4891.8493 | 4891.8493 | 4891.8493 | 4891.8493 | 4891.8493 | 4891.8493 |
Max Trade Drawdown | -111327 | -87605 | -132395 | -6626095 | -2215570 | -5133120 |
Profit Factor | 2.3888 | 3.9127 | 1.0619 | 1.5791 | 2.4286 | 0.9114 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Losing Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Profitability (%) | 43.7768 | 46.5517 | 41.0256 | 43.7768 | 46.5517 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.0679 | 4.4923 | 1.5265 | 2.028 | 2.7884 | 1.3102 |
Largest Winning Trade | 341788 | 341788 | 68477 | 3744131 | 3744131 | 3586891 |
Largest Losing Trade | -25290 | -21758 | -25290 | -1609689 | -1609689 | -1492320 |
Avg Bars in Trades | 93 | 92 | 94 | 93 | 92 | 94 |
Avg Bars in Winners | 141 | 138 | 145 | 141 | 138 | 145 |
Avg Bars in Losers | 56 | 52 | 59 | 56 | 52 | 59 |
Bars Traded | 21811 | 10718 | 11093 | 21811 | 10718 | 11093 |
Profit Streak | 0 | 34.6941 | 0 | 0 | 34.6941 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150490 | -147570 | -492802 | 279748 | 374829 | -582844 |
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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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