Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228242.629 | 1221863.8552 | 6378.7737 | 10639979.3763 | 29653127.6904 | -19013148.314 |
Total P&L (%) | 1228.2426 | 1221.8639 | 6.3788 | 10639.9794 | 29653.1277 | -19013.1483 |
Avg Daily Profit (%) | 0.6617 | 0.6582 | 0.0034 | 0.2522 | 0.3073 | 0 |
Buy And Hold Return (%) | 7788.7892 | 7788.7892 | 7788.7892 | 7788.7892 | 7788.7892 | 7788.7892 |
Max Trade Drawdown | -127003 | -79095 | -112916 | -31777032 | -13023623 | -23654544 |
Profit Factor | 2.3971 | 4.1874 | 1.0129 | 1.1087 | 1.6652 | 0.6433 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Losing Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Profitability (%) | 48.8806 | 52.9851 | 44.7761 | 48.8806 | 52.9851 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.5068 | 3.7156 | 1.2492 | 1.1595 | 1.4775 | 0.7934 |
Largest Winning Trade | 352129 | 352129 | 63980 | 24851420 | 24851420 | 5265055 |
Largest Losing Trade | -26172 | -21078 | -26172 | -3934282 | -3934282 | -3931183 |
Avg Bars in Trades | 40 | 41 | 38 | 40 | 41 | 38 |
Avg Bars in Winners | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 10756 | 5567 | 5189 | 10756 | 5567 | 5189 |
Profit Streak | 0 | 69.7583 | 0 | 0 | 69.7583 | 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 | -148261 | -144902 | -562608 | -143391 | 371732 | -583008 |
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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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