Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157504.0152 | 1122075.3706 | 35428.6446 | 13883779.9188 | 20709852.3099 | -6826072.3911 |
Total P&L (%) | 1157.504 | 1122.0754 | 35.4286 | 13883.7799 | 20709.8523 | -6826.0724 |
Avg Daily Profit (%) | 0.6211 | 0.6021 | 0.019 | 0.2655 | 0.2869 | 0 |
Buy And Hold Return (%) | 7655.3031 | 7655.3031 | 7655.3031 | 7655.3031 | 7655.3031 | 7655.3031 |
Max Trade Drawdown | -105375 | -102711 | -100865 | -10831003 | -3619297 | -12445325 |
Profit Factor | 2.4041 | 3.3118 | 1.1045 | 1.3264 | 1.9163 | 0.6575 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 51.6129 | 48.3871 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.2538 | 3.5325 | 0.9096 | 1.2435 | 2.0441 | 0.5415 |
Largest Winning Trade | 420232 | 420232 | 40843 | 11592569 | 11592569 | 1460258 |
Largest Losing Trade | -43883 | -26359 | -43883 | -3872473 | -1914581 | -3872473 |
Avg Bars in Trades | 19 | 26 | 12 | 19 | 26 | 12 |
Avg Bars in Winners | 23 | 35 | 12 | 23 | 35 | 12 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 3598 | 2437 | 1162 | 3598 | 2437 | 1162 |
Profit Streak | 80.0088 | 103.0088 | 80.0088 | 80.0088 | 103.0088 | 80.0088 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147136 | -148065 | -439315 | 112862 | 322244 | -579620 |
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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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