Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092850.8134 | 1085755.9789 | 7094.8345 | 5985853.7578 | 67563529.1052 | -61577675.3474 |
Total P&L (%) | 1092.8508 | 1085.756 | 7.0948 | 5985.8538 | 67563.5291 | -61577.6753 |
Avg Daily Profit (%) | 0.5892 | 0.5854 | 0.0038 | 0.2218 | 0.352 | 0 |
Buy And Hold Return (%) | 6259.2305 | 6259.2305 | 6259.2305 | 6259.2305 | 6259.2305 | 6259.2305 |
Max Trade Drawdown | -223561 | -58492 | -254429 | -89543528 | -16061328 | -94984365 |
Profit Factor | 1.908 | 3.357 | 1.0096 | 1.0231 | 1.7733 | 0.6419 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 55.1181 | 53.5433 | 56.6929 | 55.1181 | 53.5433 | 56.6929 |
Ratio Avg Win / Avg Loss | 1.5537 | 2.9127 | 0.7712 | 0.8331 | 1.5386 | 0.4903 |
Largest Winning Trade | 349233 | 349233 | 47656 | 18132178 | 18132178 | 9351317 |
Largest Losing Trade | -64987 | -29857 | -64987 | -28000441 | -6268338 | -28000441 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5447 | 2814 | 2633 | 5447 | 2814 | 2633 |
Profit Streak | 21.9584 | 41.2917 | 21.9584 | 21.9584 | 41.2917 | 21.9584 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147053 | -146082 | -563695 | -350619 | 527203 | -579300 |
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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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