Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356323.3355 | 1301525.6439 | 54797.6916 | 47338687.3495 | 57807281.4909 | -10468594.1415 |
Total P&L (%) | 1356.3233 | 1301.5256 | 54.7977 | 47338.6873 | 57807.2815 | -10468.5941 |
Avg Daily Profit (%) | 0.7286 | 0.6992 | 0.0294 | 0.3316 | 0.3423 | 0 |
Buy And Hold Return (%) | 15317.4893 | 15317.4893 | 15317.4893 | 15317.4893 | 15317.4893 | 15317.4893 |
Max Trade Drawdown | -113206 | -62492 | -97694 | -19675664 | -14123681 | -19451451 |
Profit Factor | 2.0966 | 3.2042 | 1.0848 | 1.2656 | 1.6997 | 0.8905 |
Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
Winning Trades | 205 | 98 | 107 | 205 | 98 | 107 |
Losing Trades | 208 | 108 | 100 | 208 | 108 | 100 |
Profitability (%) | 49.6368 | 47.5728 | 51.6908 | 49.6368 | 47.5728 | 51.6908 |
Ratio Avg Win / Avg Loss | 2.1273 | 3.5312 | 1.0138 | 1.2841 | 1.8731 | 0.8323 |
Largest Winning Trade | 472944 | 472944 | 49510 | 12839743 | 12839743 | 6271627 |
Largest Losing Trade | -24363 | -21718 | -24363 | -9443543 | -7988588 | -9443543 |
Avg Bars in Trades | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Winners | 10 | 13 | 8 | 10 | 13 | 8 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3454 | 1951 | 1503 | 3454 | 1951 | 1503 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146939 | -147492 | -445577 | 298813 | 356699 | -579753 |
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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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