Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409329.0862 | 1374655.6872 | 34673.399 | 18043752.7493 | 19186921.9541 | -1143169.2048 |
Total P&L (%) | 1409.3291 | 1374.6557 | 34.6734 | 18043.7527 | 19186.922 | -1143.1692 |
Avg Daily Profit (%) | 0.7578 | 0.7392 | 0.0186 | 0.28 | 0.2833 | 0 |
Buy And Hold Return (%) | 6995.3791 | 6995.3791 | 6995.3791 | 6995.3791 | 6995.3791 | 6995.3791 |
Max Trade Drawdown | -86424 | -79127 | -113274 | -6397609 | -3635900 | -4160701 |
Profit Factor | 3.384 | 6.2565 | 1.1052 | 1.7511 | 2.8129 | 0.9149 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 50.3546 | 48.5714 | 52.1127 | 50.3546 | 48.5714 | 52.1127 |
Ratio Avg Win / Avg Loss | 3.3364 | 6.6245 | 1.0156 | 1.7265 | 2.9784 | 0.8408 |
Largest Winning Trade | 532073 | 532073 | 62895 | 6792097 | 6792097 | 4115608 |
Largest Losing Trade | -45772 | -45772 | -27604 | -1803018 | -1714295 | -1803018 |
Avg Bars in Trades | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Winners | 80 | 84 | 75 | 80 | 84 | 75 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 7217 | 3631 | 3586 | 7217 | 3631 | 3586 |
Profit Streak | 0 | 70.3425 | 0 | 0 | 70.3425 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146082 | -238649 | -524955 | 323139 | -83266 | -667184 |
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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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