Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2625021.8849 | 2637375.1941 | -12353.3092 | 5110768.4665 | 15653966.8165 | -10543198.3501 |
Total P&L (%) | 2625.0219 | 2637.3752 | -12.3533 | 5110.7685 | 15653.9668 | -10543.1984 |
Avg Daily Profit (%) | 1.4157 | 1.4224 | -0.0067 | 0.2134 | 0.2733 | 0 |
Buy And Hold Return (%) | 5992.1537 | 5992.1537 | 5992.1537 | 5992.1537 | 5992.1537 | 5992.1537 |
Max Trade Drawdown | -142077 | -60805 | -102424 | -22506041 | -8928833 | -14035572 |
Profit Factor | 4.3149 | 7.8057 | 0.9695 | 1.107 | 1.7014 | 0.5854 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Profitability (%) | 46.0177 | 47.7876 | 44.2478 | 46.0177 | 47.7876 | 44.2478 |
Ratio Avg Win / Avg Loss | 5.0617 | 8.5284 | 1.2215 | 1.2986 | 1.859 | 0.7376 |
Largest Winning Trade | 1955044 | 1955044 | 55383 | 10312875 | 10312875 | 2363083 |
Largest Losing Trade | -52316 | -24813 | -52316 | -3583398 | -3137154 | -3583398 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 10725 | 5451 | 5274 | 10725 | 5451 | 5274 |
Profit Streak | 0 | 64.2642 | 0 | 0 | 64.2642 | 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 | -145150 | -143271 | -581601 | -260782 | 313361 | -583268 |
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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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