Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2735308.7797 | 2723920.5584 | 11388.2213 | 9062790.0125 | 33131977.7809 | -24069187.7684 |
Total P&L (%) | 2735.3088 | 2723.9206 | 11.3882 | 9062.79 | 33131.9778 | -24069.1878 |
Avg Daily Profit (%) | 1.4701 | 1.4639 | 0.0061 | 0.2431 | 0.3125 | 0 |
Buy And Hold Return (%) | 9569.9605 | 9569.9605 | 9569.9605 | 9569.9605 | 9569.9605 | 9569.9605 |
Max Trade Drawdown | -145644 | -63127 | -127866 | -37968586 | -14357447 | -31921370 |
Profit Factor | 4.6316 | 8.4661 | 1.0293 | 1.0984 | 1.8317 | 0.5394 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 46.2185 | 46.2185 | 46.2185 | 46.2185 | 46.2185 | 46.2185 |
Ratio Avg Win / Avg Loss | 5.3895 | 9.8515 | 1.1978 | 1.2782 | 2.1314 | 0.6276 |
Largest Winning Trade | 2058985 | 2058985 | 55128 | 26503957 | 26503957 | 3449150 |
Largest Losing Trade | -35331 | -24935 | -35331 | -5574644 | -3225370 | -5574644 |
Avg Bars in Trades | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Winners | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 10726 | 5452 | 5274 | 10726 | 5452 | 5274 |
Profit Streak | 0 | 70.5473 | 0 | 0 | 70.5473 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144730 | -143838 | -540403 | -269868 | 339970 | -582486 |
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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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