Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096683.0991 | 939467.5337 | 157215.5654 | 24495197.7008 | 23533124.4075 | 962073.2933 |
Total P&L (%) | 1096.6831 | 939.4675 | 157.2156 | 24495.1977 | 23533.1244 | 962.0733 |
Avg Daily Profit (%) | 0.4386 | 0.3757 | 0.0629 | 0.2204 | 0.2188 | 0.0945 |
Buy And Hold Return (%) | 945.8366 | 945.8366 | 945.8366 | 945.8366 | 945.8366 | 945.8366 |
Max Trade Drawdown | -92022 | -62931 | -74062 | -12646399 | -7099568 | -7099748 |
Profit Factor | 2.2899 | 3.0265 | 1.4066 | 1.5433 | 1.9484 | 1.0475 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Profitability (%) | 38.7352 | 34.127 | 43.3071 | 38.7352 | 34.127 | 43.3071 |
Ratio Avg Win / Avg Loss | 3.6217 | 5.8419 | 1.8414 | 2.441 | 3.7608 | 1.3712 |
Largest Winning Trade | 354432 | 354432 | 63687 | 14610536 | 14610536 | 5014301 |
Largest Losing Trade | -40580 | -20105 | -40580 | -5546830 | -5079131 | -5546830 |
Avg Bars in Trades | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Winners | 49 | 54 | 46 | 49 | 54 | 46 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 7318 | 3818 | 3500 | 7318 | 3818 | 3500 |
Profit Streak | 26.1601 | 0 | 26.8267 | 26.1601 | 0 | 26.8267 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103961 | -156849 | -274901 | 311640 | 198237 | -397086 |
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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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