Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047127.6651 | 895190.4265 | 151937.2386 | 14600981.2626 | 23777064.6459 | -9176083.3833 |
Total P&L (%) | 1047.1277 | 895.1904 | 151.9372 | 14600.9813 | 23777.0646 | -9176.0834 |
Avg Daily Profit (%) | 0.4189 | 0.3581 | 0.0608 | 0.1998 | 0.2193 | 0 |
Buy And Hold Return (%) | 703.833 | 703.833 | 703.833 | 703.833 | 703.833 | 703.833 |
Max Trade Drawdown | -82962 | -56258 | -88412 | -13591849 | -6971071 | -16742762 |
Profit Factor | 2.0628 | 2.8437 | 1.3041 | 1.225 | 1.8205 | 0.7446 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Losing Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Profitability (%) | 54.5706 | 55 | 54.1436 | 54.5706 | 55 | 54.1436 |
Ratio Avg Win / Avg Loss | 1.7173 | 2.3267 | 1.1045 | 1.0198 | 1.4895 | 0.6306 |
Largest Winning Trade | 339614 | 339614 | 44305 | 15611281 | 15611281 | 1483623 |
Largest Losing Trade | -70628 | -26608 | -70628 | -11156619 | -1951643 | -11156619 |
Avg Bars in Trades | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 9714 | 5051 | 4663 | 9714 | 5051 | 4663 |
Profit Streak | 0 | 41.4292 | 0 | 0 | 41.4292 | 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 | 91949 | -64512 | -276234 | 375085 | 446685 | -579570 |
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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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