Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113556.4857 | 962747.8845 | 150808.6012 | 22518676.6782 | 24595246.4407 | -2076569.7625 |
Total P&L (%) | 1113.5565 | 962.7479 | 150.8086 | 22518.6767 | 24595.2464 | -2076.5698 |
Avg Daily Profit (%) | 0.4456 | 0.3852 | 0.0603 | 0.2172 | 0.2207 | 0 |
Buy And Hold Return (%) | 910.59 | 910.59 | 910.59 | 910.59 | 910.59 | 910.59 |
Max Trade Drawdown | -77698 | -57694 | -59410 | -22096070 | -13537023 | -9172083 |
Profit Factor | 2.387 | 3.016 | 1.4636 | 1.4657 | 1.8318 | 0.8895 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 47.7612 | 45 | 50.4951 | 47.7612 | 45 | 50.4951 |
Ratio Avg Win / Avg Loss | 2.6108 | 3.6862 | 1.4349 | 1.6031 | 2.2388 | 0.872 |
Largest Winning Trade | 380538 | 380538 | 52440 | 21276010 | 21276010 | 4224614 |
Largest Losing Trade | -40292 | -29457 | -40292 | -8258571 | -8258571 | -6790186 |
Avg Bars in Trades | 72 | 77 | 67 | 72 | 77 | 67 |
Avg Bars in Winners | 98 | 107 | 91 | 98 | 107 | 91 |
Avg Bars in Losers | 48 | 53 | 42 | 48 | 53 | 42 |
Bars Traded | 14588 | 7779 | 6809 | 14588 | 7779 | 6809 |
Profit Streak | 30.9841 | 0 | 39.3174 | 30.9841 | 0 | 39.3174 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81026 | -134807 | -276717 | 400091 | 340491 | -580451 |
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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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