Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045998.5798 | 893223.6486 | 152774.9313 | 24693761.6776 | 27978500.0671 | -3284738.3895 |
Total P&L (%) | 1045.9986 | 893.2236 | 152.7749 | 24693.7617 | 27978.5001 | -3284.7384 |
Avg Daily Profit (%) | 0.4185 | 0.3574 | 0.0611 | 0.2208 | 0.2258 | 0 |
Buy And Hold Return (%) | 977.0748 | 977.0748 | 977.0748 | 977.0748 | 977.0748 | 977.0748 |
Max Trade Drawdown | -80250 | -61068 | -57817 | -25619830 | -16095063 | -10025058 |
Profit Factor | 2.5727 | 3.2904 | 1.5553 | 1.4899 | 1.904 | 0.8312 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 44.8485 | 42.6829 | 46.988 | 44.8485 | 42.6829 | 46.988 |
Ratio Avg Win / Avg Loss | 3.1637 | 4.4185 | 1.7547 | 1.8322 | 2.5567 | 0.9377 |
Largest Winning Trade | 339049 | 339049 | 52034 | 24513990 | 24513990 | 4588509 |
Largest Losing Trade | -24850 | -24850 | -20642 | -7331706 | -7331706 | -3461814 |
Avg Bars in Trades | 88 | 93 | 83 | 88 | 93 | 83 |
Avg Bars in Winners | 123 | 127 | 120 | 123 | 127 | 120 |
Avg Bars in Losers | 59 | 67 | 50 | 59 | 67 | 50 |
Bars Traded | 14569 | 7657 | 6913 | 14569 | 7657 | 6913 |
Profit Streak | 30.4563 | 0 | 36.4563 | 30.4563 | 0 | 36.4563 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129619 | -157408 | -275287 | 359006 | 164507 | -581737 |
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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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