Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375163.1312 | 1362334.2465 | 12828.8847 | 12184807.6385 | 26392578.5415 | -14207770.903 |
Total P&L (%) | 1375.1631 | 1362.3342 | 12.8289 | 12184.8076 | 26392.5785 | -14207.7709 |
Avg Daily Profit (%) | 0.7373 | 0.7304 | 0.0069 | 0.2583 | 0.2996 | 0 |
Buy And Hold Return (%) | 8332.7246 | 8332.7246 | 8332.7246 | 8332.7246 | 8332.7246 | 8332.7246 |
Max Trade Drawdown | -110705 | -99044 | -93696 | -22677867 | -11051973 | -16862360 |
Profit Factor | 2.4923 | 4.2381 | 1.0256 | 1.1311 | 1.617 | 0.717 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 49.6403 | 48.2014 | 51.0791 | 49.6403 | 48.2014 | 51.0791 |
Ratio Avg Win / Avg Loss | 2.5284 | 4.5544 | 0.9823 | 1.1474 | 1.7376 | 0.6867 |
Largest Winning Trade | 637854 | 637854 | 62463 | 9014504 | 9014504 | 4886373 |
Largest Losing Trade | -57425 | -57425 | -33845 | -4784807 | -4097178 | -4784807 |
Avg Bars in Trades | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Winners | 37 | 42 | 33 | 37 | 42 | 33 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 7276 | 3733 | 3543 | 7276 | 3733 | 3543 |
Profit Streak | 8.8989 | 38.1489 | 8.8989 | 8.8989 | 38.1489 | 8.8989 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145688 | -145146 | -542526 | -87083 | 353227 | -579877 |
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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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