Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165288.6783 | 1143990.2231 | 21298.4553 | 21387094.6787 | 32966566.6811 | -11579472.0024 |
Total P&L (%) | 1165.2887 | 1143.9902 | 21.2985 | 21387.0947 | 32966.5667 | -11579.472 |
Avg Daily Profit (%) | 0.6284 | 0.6169 | 0.0115 | 0.29 | 0.3133 | 0 |
Buy And Hold Return (%) | 8876.8082 | 8876.8082 | 8876.8082 | 8876.8082 | 8876.8082 | 8876.8082 |
Max Trade Drawdown | -70455 | -38181 | -89288 | -15060401 | -7819061 | -16517315 |
Profit Factor | 2.7209 | 4.3401 | 1.0636 | 1.2876 | 1.8978 | 0.6924 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Losing Trades | 172 | 81 | 91 | 172 | 81 | 91 |
Profitability (%) | 41.4966 | 44.898 | 38.0952 | 41.4966 | 44.898 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.836 | 5.3264 | 1.7284 | 1.8153 | 2.3292 | 1.1252 |
Largest Winning Trade | 372824 | 372824 | 61486 | 13056906 | 13056906 | 8410091 |
Largest Losing Trade | -27036 | -16513 | -27036 | -4021623 | -2881697 | -4021623 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 41 | 38 | 45 | 41 | 38 | 45 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 6978 | 3332 | 3646 | 6978 | 3332 | 3646 |
Profit Streak | 0 | 13.8619 | 0 | 0 | 13.8619 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150378 | -148139 | -497195 | 153883 | 318938 | -583628 |
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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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