Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2700759.5378 | 2710471.7364 | -9712.1986 | 5918952.4282 | 22653176.4835 | -16734224.0552 |
Total P&L (%) | 2700.7595 | 2710.4717 | -9.7122 | 5918.9524 | 22653.1765 | -16734.2241 |
Avg Daily Profit (%) | 1.4453 | 1.4505 | -0.0052 | 0.2195 | 0.2909 | 0 |
Buy And Hold Return (%) | 8186.8526 | 8186.8526 | 8186.8526 | 8186.8526 | 8186.8526 | 8186.8526 |
Max Trade Drawdown | -147333 | -69906 | -125766 | -25723525 | -9358603 | -21683433 |
Profit Factor | 4.4656 | 8.0482 | 0.9754 | 1.0926 | 1.8198 | 0.5389 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 45.6897 | 45.6897 | 45.6897 | 45.6897 | 45.6897 | 45.6897 |
Ratio Avg Win / Avg Loss | 5.3081 | 9.5667 | 1.1594 | 1.2987 | 2.1632 | 0.6406 |
Largest Winning Trade | 2058985 | 2058985 | 55670 | 17915171 | 17915171 | 2510094 |
Largest Losing Trade | -35331 | -25096 | -35331 | -3953750 | -2240043 | -3953750 |
Avg Bars in Trades | 46 | 46 | 45 | 46 | 46 | 45 |
Avg Bars in Winners | 71 | 72 | 69 | 71 | 72 | 69 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 10726 | 5447 | 5279 | 10726 | 5447 | 5279 |
Profit Streak | 0 | 79.0643 | 0 | 0 | 79.0643 | 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 | -145110 | -144072 | -581033 | -276709 | 302232 | -582700 |
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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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