Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428390.2874 | 1352207.8427 | 76182.4447 | 29242114.9524 | 32286432.5202 | -3044317.5678 |
Total P&L (%) | 1428.3903 | 1352.2078 | 76.1824 | 29242.115 | 32286.4325 | -3044.3176 |
Avg Daily Profit (%) | 0.6993 | 0.662 | 0.0373 | 0.2785 | 0.2834 | 0 |
Buy And Hold Return (%) | 2866.0729 | 2866.0729 | 2866.0729 | 2866.0729 | 2866.0729 | 2866.0729 |
Max Trade Drawdown | -118214 | -94877 | -172133 | -14432197 | -7983495 | -15142196 |
Profit Factor | 1.8081 | 2.652 | 1.0803 | 1.2978 | 1.7109 | 0.9423 |
Total Trades | 467 | 234 | 233 | 467 | 234 | 233 |
Winning Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Losing Trades | 277 | 135 | 142 | 277 | 135 | 142 |
Profitability (%) | 40.6852 | 42.3077 | 39.0558 | 40.6852 | 42.3077 | 39.0558 |
Ratio Avg Win / Avg Loss | 2.6361 | 3.6163 | 1.6857 | 1.892 | 2.333 | 1.4705 |
Largest Winning Trade | 405331 | 405331 | 66781 | 11474587 | 11474587 | 7162091 |
Largest Losing Trade | -49014 | -27205 | -49014 | -4757251 | -3559219 | -4757251 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 12118 | 5800 | 6318 | 12118 | 5800 | 6318 |
Profit Streak | 0 | 0 | 293.7477 | 0 | 0 | 293.7477 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150946 | -150777 | -442309 | 323503 | 358127 | -581457 |
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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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