Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1875310.7208 | 1906968.94 | -31658.2192 | 5030006.9318 | 15434715.2007 | -10404708.269 |
Total P&L (%) | 1875.3107 | 1906.9689 | -31.6582 | 5030.0069 | 15434.7152 | -10404.7083 |
Avg Daily Profit (%) | 1.0048 | 1.0218 | -0.017 | 0.2112 | 0.2707 | 0 |
Buy And Hold Return (%) | 5760.919 | 5760.919 | 5760.919 | 5760.919 | 5760.919 | 5760.919 |
Max Trade Drawdown | -136650 | -81866 | -125778 | -19838665 | -9806595 | -13901901 |
Profit Factor | 3.1168 | 5.7578 | 0.9347 | 1.0945 | 1.6022 | 0.6228 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Losing Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Profitability (%) | 48.2072 | 50.4 | 46.0317 | 48.2072 | 50.4 | 46.0317 |
Ratio Avg Win / Avg Loss | 3.3486 | 5.6664 | 1.0959 | 1.1759 | 1.5767 | 0.7302 |
Largest Winning Trade | 1244584 | 1244584 | 55010 | 13556847 | 13556847 | 2276153 |
Largest Losing Trade | -31626 | -21078 | -31626 | -4294773 | -4294773 | -1929682 |
Avg Bars in Trades | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Winners | 66 | 69 | 62 | 66 | 69 | 62 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 10861 | 5571 | 5290 | 10861 | 5571 | 5290 |
Profit Streak | 0 | 79.6837 | 0 | 0 | 79.6837 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145862 | -142777 | -580874 | -273583 | 344512 | -582540 |
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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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