Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019926.9131 | 901727.4542 | 118199.4588 | 10941360.4748 | 20919713.5684 | -9978353.0936 |
Total P&L (%) | 1019.9269 | 901.7275 | 118.1995 | 10941.3605 | 20919.7136 | -9978.3531 |
Avg Daily Profit (%) | 0.408 | 0.3607 | 0.0473 | 0.1883 | 0.2142 | 0 |
Buy And Hold Return (%) | 754.169 | 754.169 | 754.169 | 754.169 | 754.169 | 754.169 |
Max Trade Drawdown | -144677 | -76018 | -109767 | -33342388 | -17840911 | -19136751 |
Profit Factor | 2.0283 | 2.8072 | 1.2398 | 1.1478 | 1.5304 | 0.7114 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Profitability (%) | 44.795 | 43.6709 | 45.912 | 44.795 | 43.6709 | 45.912 |
Ratio Avg Win / Avg Loss | 2.4997 | 3.6209 | 1.4606 | 1.4146 | 1.974 | 0.8381 |
Largest Winning Trade | 389050 | 389050 | 60493 | 26275937 | 26275937 | 3839753 |
Largest Losing Trade | -42016 | -25716 | -42016 | -11894744 | -7833004 | -11894744 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 9782 | 5213 | 4569 | 9782 | 5213 | 4569 |
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 | -42843 | -92326 | -296862 | -50350 | 308618 | -581812 |
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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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