Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168669.7674 | 1198102.5694 | -29432.802 | 4988352.0183 | 29203879.3448 | -24215527.3265 |
Total P&L (%) | 1168.6698 | 1198.1026 | -29.4328 | 4988.352 | 29203.8793 | -24215.5273 |
Avg Daily Profit (%) | 0.6298 | 0.6456 | -0.0159 | 0.212 | 0.3066 | 0 |
Buy And Hold Return (%) | 7350.1483 | 7350.1483 | 7350.1483 | 7350.1483 | 7350.1483 | 7350.1483 |
Max Trade Drawdown | -207239 | -138730 | -194809 | -35872311 | -29680474 | -38834311 |
Profit Factor | 2.2681 | 3.8361 | 0.941 | 1.0343 | 1.41 | 0.6739 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Losing Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Profitability (%) | 49.1071 | 51.7857 | 46.4286 | 49.1071 | 51.7857 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.3506 | 3.5716 | 1.0858 | 1.0719 | 1.3128 | 0.7776 |
Largest Winning Trade | 321963 | 321963 | 59322 | 27374841 | 27374841 | 13620234 |
Largest Losing Trade | -45772 | -45772 | -29645 | -5930221 | -5930221 | -5398397 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 7158 | 3742 | 3416 | 7158 | 3742 | 3416 |
Profit Streak | 0 | 38.1422 | 0 | 0 | 38.1422 | 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 | -148924 | -145582 | -580756 | -339625 | 319164 | -582423 |
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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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