Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138042.4337 | 1185198.8972 | -47156.4635 | 4057642.1588 | 11992057.6615 | -7934415.5027 |
Total P&L (%) | 1138.0424 | 1185.1989 | -47.1565 | 4057.6422 | 11992.0577 | -7934.4155 |
Avg Daily Profit (%) | 0.6139 | 0.6393 | -0.0254 | 0.2013 | 0.259 | 0 |
Buy And Hold Return (%) | 4730.0131 | 4730.0131 | 4730.0131 | 4730.0131 | 4730.0131 | 4730.0131 |
Max Trade Drawdown | -131702 | -81083 | -116433 | -13110996 | -5420817 | -9704096 |
Profit Factor | 2.1919 | 3.8825 | 0.9133 | 1.1017 | 1.6619 | 0.6355 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Losing Trades | 145 | 66 | 79 | 145 | 66 | 79 |
Profitability (%) | 46.8864 | 51.4706 | 42.3358 | 46.8864 | 51.4706 | 42.3358 |
Ratio Avg Win / Avg Loss | 2.483 | 3.6607 | 1.2439 | 1.2481 | 1.5669 | 0.8656 |
Largest Winning Trade | 352129 | 352129 | 63980 | 10097453 | 10097453 | 2139260 |
Largest Losing Trade | -26172 | -21078 | -26172 | -1598549 | -1598549 | -1521832 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 10875 | 5585 | 5290 | 10875 | 5585 | 5290 |
Profit Streak | 0 | 67.3324 | 0 | 0 | 67.3324 | 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 | -149814 | -145471 | -582282 | -266128 | 349337 | -583949 |
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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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