Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025677.3121 | 895812.0416 | 129865.2706 | 20156416.8033 | 31487985.4124 | -11331568.6091 |
Total P&L (%) | 1025.6773 | 895.812 | 129.8653 | 20156.4168 | 31487.9854 | -11331.5686 |
Avg Daily Profit (%) | 0.4925 | 0.4301 | 0.0624 | 0.2553 | 0.2767 | 0 |
Buy And Hold Return (%) | 1246.9987 | 1246.9987 | 1246.9987 | 1246.9987 | 1246.9987 | 1246.9987 |
Max Trade Drawdown | -75901 | -43305 | -87588 | -19102681 | -8750761 | -19367893 |
Profit Factor | 3.0303 | 4.5258 | 1.5172 | 1.324 | 2.1051 | 0.6638 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 52.381 | 46.5753 | 58.1081 | 52.381 | 46.5753 | 58.1081 |
Ratio Avg Win / Avg Loss | 2.7548 | 5.1913 | 1.0938 | 1.2037 | 2.4147 | 0.4786 |
Largest Winning Trade | 369951 | 369951 | 45539 | 30037864 | 30037864 | 4269889 |
Largest Losing Trade | -40197 | -40197 | -27317 | -9457787 | -8513963 | -9457787 |
Avg Bars in Trades | 165 | 181 | 149 | 165 | 181 | 149 |
Avg Bars in Winners | 208 | 251 | 175 | 208 | 251 | 175 |
Avg Bars in Losers | 117 | 120 | 113 | 117 | 120 | 113 |
Bars Traded | 24303 | 13247 | 11055 | 24303 | 13247 | 11055 |
Profit Streak | 0 | 70.8949 | 0 | 0 | 70.8949 | 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 | -148754 | -221057 | -337162 | 339805 | -60035 | -643907 |
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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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