Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242782.4763 | 1229216.6483 | 13565.828 | 12295948.956 | 33519493.1144 | -21223544.1584 |
Total P&L (%) | 1242.7825 | 1229.2166 | 13.5658 | 12295.949 | 33519.4931 | -21223.5442 |
Avg Daily Profit (%) | 0.6694 | 0.6621 | 0.0073 | 0.26 | 0.3139 | 0 |
Buy And Hold Return (%) | 7697.6107 | 7697.6107 | 7697.6107 | 7697.6107 | 7697.6107 | 7697.6107 |
Max Trade Drawdown | -126749 | -81256 | -112135 | -36537230 | -14988648 | -26918525 |
Profit Factor | 2.424 | 4.212 | 1.0277 | 1.1102 | 1.6558 | 0.6491 |
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 | 2.535 | 3.7374 | 1.2675 | 1.161 | 1.4692 | 0.8005 |
Largest Winning Trade | 352129 | 352129 | 63980 | 28235854 | 28235854 | 6059455 |
Largest Losing Trade | -26172 | -21078 | -26172 | -4524326 | -4470079 | -4524326 |
Avg Bars in Trades | 40 | 41 | 38 | 40 | 41 | 38 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 10756 | 5568 | 5188 | 10756 | 5568 | 5188 |
Profit Streak | 0 | 69.9737 | 0 | 0 | 69.9737 | 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 | -148142 | -144852 | -541147 | -99378 | 390598 | -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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