Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2848704.6081 | 2851738.0905 | -3033.4824 | 6523918.9793 | 19540142.0979 | -13016223.1186 |
Total P&L (%) | 2848.7046 | 2851.7381 | -3.0335 | 6523.919 | 19540.1421 | -13016.2231 |
Avg Daily Profit (%) | 1.5305 | 1.5321 | -0.0016 | 0.2255 | 0.2841 | 0 |
Buy And Hold Return (%) | 6756.0298 | 6756.0298 | 6756.0298 | 6756.0298 | 6756.0298 | 6756.0298 |
Max Trade Drawdown | -136242 | -64449 | -102770 | -24712141 | -9463514 | -16167429 |
Profit Factor | 4.6387 | 8.2586 | 0.9922 | 1.12 | 1.7926 | 0.562 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Profitability (%) | 46.087 | 47.8261 | 44.3478 | 46.087 | 47.8261 | 44.3478 |
Ratio Avg Win / Avg Loss | 5.4264 | 9.0093 | 1.2451 | 1.3102 | 1.9556 | 0.7053 |
Largest Winning Trade | 2180138 | 2180138 | 54938 | 13500587 | 13500587 | 2294733 |
Largest Losing Trade | -44193 | -25096 | -44193 | -4185997 | -2421928 | -4185997 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 10725 | 5454 | 5271 | 10725 | 5454 | 5271 |
Profit Streak | 0 | 71.3245 | 0 | 0 | 71.3245 | 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 | -144765 | -143165 | -581557 | -246380 | 332364 | -583224 |
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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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