Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1254372.7168 | 1242204.6016 | 12168.1153 | 12065766.0728 | 32558634.9686 | -20492868.8957 |
Total P&L (%) | 1254.3727 | 1242.2046 | 12.1681 | 12065.7661 | 32558.635 | -20492.8689 |
Avg Daily Profit (%) | 0.6719 | 0.6654 | 0.0065 | 0.2575 | 0.3106 | 0 |
Buy And Hold Return (%) | 8825.164 | 8825.164 | 8825.164 | 8825.164 | 8825.164 | 8825.164 |
Max Trade Drawdown | -124988 | -85487 | -109652 | -36151774 | -14736649 | -25904813 |
Profit Factor | 2.4425 | 4.2464 | 1.025 | 1.1107 | 1.6609 | 0.6566 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Losing Trades | 135 | 63 | 72 | 135 | 63 | 72 |
Profitability (%) | 48.4733 | 51.9084 | 45.0382 | 48.4733 | 51.9084 | 45.0382 |
Ratio Avg Win / Avg Loss | 2.5964 | 3.9342 | 1.2508 | 1.1807 | 1.5387 | 0.8013 |
Largest Winning Trade | 352129 | 352129 | 63980 | 26912259 | 26912259 | 6020837 |
Largest Losing Trade | -26172 | -21078 | -26172 | -4597749 | -4084528 | -4597749 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 10736 | 5568 | 5168 | 10736 | 5568 | 5168 |
Profit Streak | 0 | 80.1952 | 0 | 0 | 80.1952 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148275 | -144971 | -545067 | -140939 | 402419 | -582914 |
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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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