Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558283.8726 | 562706.9927 | -4423.1201 | -2988787.7184 | 16883820.9741 | -19872608.6925 |
Total P&L (%) | 558.2839 | 562.707 | -4.4231 | -2988.7877 | 16883.821 | -19872.6087 |
Avg Daily Profit (%) | 0.2233 | 0.2251 | -0.0018 | 0 | 0.2056 | 0 |
Buy And Hold Return (%) | 873.3247 | 873.3247 | 873.3247 | 873.3247 | 873.3247 | 873.3247 |
Max Trade Drawdown | -249383 | -82926 | -207700 | -25095783 | -3203513 | -25095783 |
Profit Factor | 1.8393 | 3.1291 | 0.989 | 0.9175 | 3.5803 | 0.3307 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 113 | 54 | 59 | 126 | 60 | 66 |
Losing Trades | 99 | 52 | 47 | 86 | 46 | 40 |
Profitability (%) | 53.3019 | 50.9434 | 55.6604 | 59.434 | 56.6038 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.6114 | 3.0132 | 0.7878 | 0.6262 | 2.7449 | 0.2004 |
Largest Winning Trade | 186659 | 186659 | 45706 | 9361448 | 9361448 | 1088990 |
Largest Losing Trade | -142044 | -46683 | -142044 | -25095783 | -1650132 | -25095783 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 34 | 33 | 35 | 32 | 33 | 32 |
Avg Bars in Losers | 31 | 41 | 20 | 33 | 42 | 23 |
Bars Traded | 7053 | 3971 | 3082 | 7053 | 3971 | 3082 |
Profit Streak | 41.7844 | 41.7844 | 55.4511 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151526 | -151145 | -579056 | -578445 | 555242 | -579182 |
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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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